Advanced HIV disease, defined as a CD4 cell count below 200 cells/μl or the presence of an AIDS-defining illness, remains common among HIV-infected individuals who first present for medical care. In developed countries, nearly 30% of new HIV diagnoses occurred at advanced stages of the disease, and it is important because advanced HIV disease has been associated with worse clinical outcomes, including lower rates of virological response, higher morbidity, and higher mortality. However, there are scarce data regarding which is the best antiretroviral regimen in these patients. Nowadays, integrase inhibitor-based regimens are widely recommended as the best initial therapy for treatment-naïve HIV-infected patients by all international guidelines. However, these guidelines hardly mention the recommended regimens in individuals with advanced HIV disease. Otherwise, recent data indicating a higher risk of immune reconstitution inflammatory syndrome associated to the use of integrase inhibitors have raised concerns on the use of these drugs in patients with advanced HIV disease. The aim of this article is to review the available evidence from randomized clinical trials for the best treatment in patients with advanced HIV disease.