As new treatments enhance mortality, and infection rates continue to grow in many communities, the concept of "living well" with human immunodeficiency virus (HIV) infection is essential. The concept of coping has been well-articulated in the HIV literature and the public health argument for enhanced coping is crucial to reduce the burden of disease and health service use. This systematic review aimed to systematically identify and appraise the evidence for effectiveness in HIV coping interventions. A detailed search strategy was implemented and the retained papers entered into common tables for comparative analysis. Interventions were organised into models and data extracted on population, intervention description, tools and outcomes. Following review of all search returns against the included/excluded criteria of the search strategy, 28 peer review papers were retained. Models were psychological (n = 21), drug therapy (n = 3), spiritual (n = 1), diet and exercise (n = 1), mixed models (n = 1) and information management (n = 1). Sixteen of the 28 controlled studies found a significant intervention effect, and cognitive behaviour and stress management interventions offer particular effectiveness. Despite a lack of common outcome tolls, there are useful data that demonstrate effectiveness. Further studies must address outcomes for women and children.