An association of increased weight with a slower progression of human immunodeficiency virus (HIV) disease has been reported in studies that have not included large numbers of women. We evaluated the association of HIV disease progression with body mass index (BMI) in 871 women and present cross-sectional, survival, and longitudinal analyses. A higher baseline BMI was associated with a lower rate of occurrence of the first CD4 cell count <200 cells/mm(3). In analyses that incorporated time-varying BMI, underweight and normal women had an increased risk of clinical acquired immune deficiency syndrome, and underweight women had increased risk of HIV-related death, compared with obese women. The association between change in BMI and CD4 cell count was estimated; increases in BMI were associated with slight increases in CD4 cell counts, even after controlling for prior values of CD4 cell count, viral load, and treatment. Higher BMI and increases in BMI are associated with a decreased risk of HIV progression.