In order to propagate and persist within the host, HIV-1 subverts a variety of checkpoints of innate and adaptive viral immunosurveillance. Many of these are related to natural killer cells, which bridge innate and adaptive immunity and play a major role in defeating virus infections. HIV-1 affects cytotoxicity of natural killer cells towards infected cells and natural killer cell-mediated priming of effector cells of the adaptive immune system. Moreover, a subpopulation of natural killer cells was found sensitive to infection by HIV-1. Consequently, an efficient immune response against HIV-1 cannot be mounted in most patients. The current review highlights the molecular interplay between HIV-1 and effector cells of the host immune system with a focus on natural killer cells, and summarizes strategies of HIV-1 to escape from natural killer cell immunosurveillance. A detailed knowledge of these immune escape strategies might lead to the identification of access points for intervention in order to block infection and progression to AIDS.