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The surveillance of HIV-related cancers in South Africa is hampered by the lack of systematic collection of cancer diagnoses in HIV cohorts and the absence of HIV status in cancer registries. To improve cancer ascertainment and estimate cancer incidence, we linked records of adults (aged ≥ 16 years) on antiretroviral treatment (ART) enrolled at Sinikithemba HIV clinic, McCord Hospital in KwaZulu-Natal (KZN) with the cancer records of public laboratories in KZN province using probabilistic record linkage (PRL) methods. We calculated incidence rates for all cancers, Kaposi sarcoma (KS), cervix, non-Hodgkin's lymphoma and non-AIDS defining cancers (NADCs) before and after inclusion of linkage-identified cancers with 95% confidence intervals (CIs). A total of 8,721 records of HIV-positive patients were linked with 35,536 cancer records. Between 2004 and 2010, we identified 448 cancers, 82% (n = 367) were recorded in the cancer registry only, 10% (n = 43) in the HIV cohort only and 8% (n = 38) both in the HIV cohort and the cancer registry. The overall cancer incidence rate in patients starting ART increased from 134 (95% CI 91–212) to 877 (95% CI 744–1,041) per 100,000 person-years after inclusion of linkage-identified cancers. Incidence rates were highest for KS (432, 95% CI 341–555), followed by cervix (259, 95% CI 179–390) and NADCs (294, 95% CI 223–395) per 100,000 person-years. Ascertainment of cancer in HIV cohorts is incomplete, PRL is both feasible and essential for cancer ascertainment.The surveillance of HIV-related cancers is hampered by the lack of systematic collection of cancer diagnoses in HIV cohorts and the absence of HIV status in cancer registries. While probabilistic record linkage has been widely used in Europe and America, it has not been fully exploited in resource-limited settings. This study demonstrates the utility of record linkage in correcting under-ascertainment of cancers in HIV cohorts and a high cancer incidence among HIV-positive patients on antiretroviral therapy in South Africa. There is a need for a systematic approach to cancer surveillance in HIV-positive people in the South African antiretroviral therapy era.