Severe immunosuppression and the presence of opportunistic infections in human immunodeficiency virus/acquired immunodeficiency syndrome are strongly associated with incidence of venous thromboembolism especially deep venous thrombosis and pulmonary embolism (PE). The co-occurrence of 2 diseases with similar clinical presentation can pose diagnostic and treatment challenges. We describe the case of a 54-year-old male, with no significant past medical history who presented with complaints of a 6-week history of shortness of breath. He was diagnosed with human immunodeficiency virus 1 infection with a CD4 count of 121 cells/μL and severe Pneumocystis jirovecii pneumonia. After 5 days of treatment without significant improvement, we obtained a computed tomography pulmonary angiogram, which showed concurrent acute PE. His clinical condition improved with anticoagulation therapy. Clinicians need to have a high index of suspicion and consider PE in the differential diagnosis of dyspnea and hypoxemia, particularly when P. jirovecii pneumonia infection or other acquired immunodeficiency syndrome defining illnesses are suspected.