Treatment-naïve advanced HIV-infected patients have a lower life expectancy than those treated early with highly active antiretroviral therapy (HAART). Early treatment allows greater immunological recovery, a reduction of AIDS progression, a reduced risk of related illnesses, and lower mortality compared with HAART initiation in advanced disease. Given the numbers with advanced disease worldwide and the high cost of care, strategies encouraging early detection may be life saving and cost effective. Factors associated with increased clinical progression include higher baseline HIV viral load and older age, emphasizing the need for early viral load suppression. HAART initiation faces many challenges; interactions between antiretroviral agents and drugs used to treat life-threatening opportunistic infections may cause subtherapeutic antiretroviral exposure and the development of resistance or supratherapeutic levels resulting in adverse effects. Immune reconstitution inflammatory syndrome can be another cause of suboptimal outcomes. The management of patients with advanced HIV infection should include rapid short-term immune reconstitution to limit the risk of disease progression plus aggressive antiviral treatment to achieve rapid virological suppression. Clear evidence on the optimal regimen and agents to use to target advanced HIV disease is lacking. Therefore, antiretroviral treatment for these patients has to be carefully tailored to the individual according to many variables.