CD4 lymphocyte and survival data from two completed trials, a double-blind placebo-controlled trial of zidovudine in patients with advanced human immunodeficiency virus type 1 (HIV) disease (BW-02 study) and a randomized trial of two different doses of zidovudine in patients with advanced HIV disease (ACTG-002 study) were used to determine the degree to which CD4 lymphocyte counts reflect zidovudine-associated survival benefit. Proportional hazards models were used, and CD4 lymphocyte counts were smoothed by using empirical Bayes estimates. The geometric mean of the CD4 lymphocyte counts increased by 71 and 46 cells/mm3 for patients in the BW-02 and ACTG-002 studies, respectively, followed by a progressive decline. Higher pretreatment CD4 lymphocyte counts (p = 0.001), greater increases in CD4 lymphocytes at 8 weeks (p = 0.1), and smaller declines in the slope (p = 0.001) were associated with a lower risk of death. The most current CD4 lymphocyte count was most prognostic of death (p = 0.001). The risk of death was greater for patients with lower CD4 lymphocytes and this risk increased sharply when the CD4 lymphocyte counts fell below 50 cells/mm3. The hazard of death was higher for placebo recipients at all levels of CD4 lymphocytes compared with zidovudine recipients. Although higher CD4 lymphocyte counts are associated with improved survival, these increases account for only a small proportion of the survival benefit of zidovudine in these two studies.