Human immunodeficiency virus infection (HIV) is entering into its third decade affecting more than 40 million persons on the plane, with an extraordinary incidence in the underdeveloped world, especially in the African continen where more than 25 million are affected, with more than 3 million new yearly infections and where the life expectancy is at 47 years. Although the vaccination is still far away, the introduction of combined antiretroviral therapy in the middle of the 90's was an important advance that contributed to converting an infection that previously had a very high rate of short-term mortality into a chronic disease. The neurological complications of this infection vary enormously. They affect any location of the neuroaxis and can appear at any stage of infection. It is not rare that more than one neurological complication exists. Such complications may be a consequence of the infection itself (primary) or related with immune depression accompanying it (secondary). Among the former, dementia associated to HIV and peripheral polyneuropathy stant out. Among the latter, opportunistic viral and fungal infections and lymphoma of the nervous systems stand out. In recent years different tests that help to establish the diagnoses of these entities have been developed, a necessary step to initiate adequate therapies. The immune state of the patient, reflected by the peripheral count of CD4 lymphocytes and serum viral load, helps us to establish the most likely causes of the neurological problems that appear in the context of this infection. We briefly review the most outstanding characteristics of each one of them in this work.