The aim of this study was to investigate factors associated with better health-related quality of life (HRQL) during the first three years after starting PI-containing antiretroviral treatment. Clinical, social and behavioural data from the APROCO cohort enabled us to analyze simultaneously the association between HRQL and patients’ relationships with their health care providers. A self-administered questionnaire collected information about HRQL (MOS-SF36) and relationships with medical staff (trust and satisfaction with information). Two aggregate scores, the physical (PCS) and mental (MCS) component summaries (adjusted for baseline HRQL), were used as dependent variables in the linear regressions to identify factors associated with HRQL. We had complete longitudinal data for 360 of the 611 patients followed through M36. Factors independently associated with a high MCS were (male) gender, no more than one change in treatment, (few) self-reported symptoms and trust in the physician. Factors independently associated with high PCS levels were employment, no children, (few) self-reported symptoms and satisfaction with the information and explanations provided by the medical staff. These results underline the need to improve patient–provider relationships to optimize long-term HRQL. Socio-behavioural interventions should focus on this goal.