The introduction of highly active antiretroviral therapy (ART) has deeply modified the outcome of HIV patients by improving their overall survival and ameliorating their quality of life (QoL). The prolongation of these patients' survival has led to an increased risk of highly diffused non-infectious diseases, e.g., cardiovascular diseases, endocrine disease, neurological diseases, and cancer. The management of antiretroviral therapy and anticancer agents (AC) can be challenging, due to the possible drug-drug interactions (DDI) between AC and ART. For this reason, a multidisciplinary approach is always preferred as demonstrated by the GICAT (Italian Cooperation Group on AIDS and Tumors). This review aims to analyze the current scientific data regarding the possible effects of ART on the management of HIV-positive cancer patients and to evaluate the possible DDIs that must be taken into consideration when co-administrating ART and AC. A collaboration between all the involved professional figures, particularly infectious disease specialists and oncologists, represents the key to the correct managing of these patients in order to guarantee the best oncological outcome possible.