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The introduction of highly active antiretroviral therapy (HAART) in developed countries has achieved a good control of HIV infection. Despite this, a delayed HIV diagnosis makes it necessary to start antiretroviral treatment in individuals with severe impairment of their immunological function. Very often, this is accompanied by an opportunistic infection that needs to be treated, with a consequent complication of management because of overlapping toxicities and pharmacokinetic interactions with antiretroviral drugs, and a greater pill burden. All this could impair adherence and reconstitution of the immune function with a paradoxical clinical worsening in some patients, especially if the CD4 cell count is below 50 cells/μl. The best antiretroviral regimen and the best timing for starting antiretroviral therapy in treatment-naive patients with advanced infection have not yet been established. Recommendations for the clinical management of advanced HIV disease come from panels of experts in the therapy of opportunistic infections and antiretroviral treatment, and they advise starting combined antiretroviral therapy 2–4 weeks after initiating treatment of the opportunistic infection. Many patients have been successfully treated with a pharmacologically enhanced (boosted) protease inhibitor (mainly lopinavir/ritonavir)-based regimens. The efficacy of non-nucleoside reverse transcriptase inhibitor-based regimens for the treatment of very immunosuppressed patients has been tested in few clinical trials during the HAART era. Some cohort studies and randomized clinical trials support the use of efavirenz-based antiretroviral therapy for the treatment of advanced HIV-1-infected patients; however, recent randomized controlled data suggest, in a moderately advanced HIV population, a better CD4 cell recovery for lopinavir–ritonavir than for efavirenz-treated patients, but a greater virological suppression in the efavirenz arm. Further randomized clinical trials are needed in order to determine whether the efficacy, tolerability and the immunological reconstitution of efavirenz-based therapy can match that achieved with lopinavir/ritonavir or other current boosted protease inhibitor regimens in advanced patients.