Mononuclear phagocytes (monocytes, macrophages, and microglia) play an important role in innate immunity against pathogens including HIV. These cells are also important viral reservoirs in the central nervous system and secrete inflammatory mediators and toxins that affect the tissue environment and function of surrounding cells. In the era of antiretroviral therapy, there are fewer of these inflammatory mediators. Proteomic approaches including surface enhancement laser desorption ionization, one- and two-dimensional difference in gel electrophoresis, and liquid chromatography tandem mass spectrometry have been used to uncover the proteins produced by in vitro HIV-infected monocytes, macrophages, and microglia. These approaches have advanced the understanding of novel mechanisms for HIV replication and neuronal damage. They have also been used in tissue macrophages that restrict HIV replication to understand the mechanisms of restriction for future therapies. In this review, we summarize the proteomic studies on HIV-infected mononuclear phagocytes and discuss other recent proteomic approaches that are starting to be applied to this field. As proteomic instruments and methods evolve to become more sensitive and quantitative, future studies are likely to identify more proteins that can be targeted for diagnosis or therapy and to uncover novel disease mechanisms.