Although cervical cancer remains a major public health problem in Brazil, knowledge of cervical cytological abnormalities among HIV-infected women remains scarce. At baseline evaluation of a cohort followed in Rio de Janeiro, Brazil, 703 HIV-infected women underwent cytology-based cervical cancer screening and human papillomavirus (HPV) DNA testing. Poisson regression analysis was used to evaluate the association of factors with the presence of high-grade squamous intraepithelial lesions (HSIL). Cervical cytology was abnormal in 24.3% of the women; 4.1% had HSIL. Beyond HPV infection, factors independently associated with the presence of HSIL was age (≥25 and ≤40 years, prevalence ratio [PR] 2.60, 95% confidence interval [CI] 1.11-6.10), and more than three pregnancies was protective (PR 0.33, 95% CI 0.11-0.94). High coverage of cervical cancer screening is warranted to prevent morbidity and mortality from cervical cancer in this population.