The spectrum of HIV-1 cellular reservoirs is highly diversified, and their role varies according to the milieu of the anatomical sites in which the virus replicates. In this light, mechanisms underlying HIV-1 persistence in anatomical compartments may be profoundly different from what is observed in peripheral blood. This scenario is further complicated by sub-optimal drug penetration in tissues allowing persistent and cryptic HIV-1 replication in body districts despite undetectable viremia. On this basis, this review aims at providing recent insights regarding the critical role of HIV-1 cellular reservoirs in different anatomical compartments, and their relationship with the pathogenesis of HIV-1 infection. A comprehensive definition of the complex interplay between the virus and its reservoir is critical in order to set up prophylactic and therapeutic strategies aimed at achieving the maximal virological suppression and hopefully in the near future the cure of HIV-1 infection (either functional or biological).