Many conditions may present as fever of unknown origin in the HIV-infected patient, and their relative frequency is influenced by multiple factors. The history and physical examination may provide some useful clues for the diagnosis. Haematological, biochemical, and conventional radiological tests are rarely diagnostic; even serological and/or microbiological tests have some limitations in these patients. The geographical setting and the local prevalence of diseases are of the utmost importance. Infections that have a world-wide distribution, such as tuberculosis, should be intensively searched for, particularly in areas of high prevalence. The measurement of the CD4+ cell count is essential, as there is a strong association between this count and certain opportunistic diseases that may manifest as fever of unknown origin. Imaging procedures, such as CT and radionuclide scans, are useful for the location of inflammatory and neoplastic lesions. Liver and bone marrow biopsies are helpful in certain subsets of patients and the efficacy of empirical treatments has been clearly documented in certain infections. Some HIV-infected patients with fever of unknown origin remain undiagnosed after a thorough investigation; these individuals should be managed conservatively. Finally, symptomatic treatment is the best option for terminally ill patients in whom benefit from a detailed investigation of the cause of fever is not expected.