Objective: To examine the associations between CD4 recovery, dyslipidaemia and apolipoprotein (APO) gene single nucleotide polymorphisms (SNPs) following highly active antiretroviral therapy (HAART). Design: Retrospective observational cohort study. Setting: A major HIV care clinic in Hong Kong. Participants: 197 Chinese treatment-naive HIV patients. Outcome measures: Maximum CD4 count and its rise 2-3 years after HAART initiation and their association with abnormal total cholesterol (TC), triglyceride (TG) and 8 selected APO SNP at multiple time points. Results: Before HAART, abnormal levels of TC, TG, high-density lipoprotein cholesterol and low-density lipoprotein cholesterol were detected in 13%, 26%, 59% and 19% of the recruited patients, respectively. APOA5 - 1131T>C and c.553G>T were significantly associated with high pre-HAART TG while APOE 2198C>T was correlated with high TG at baseline and/or a rise 2-3 years following HAART initiation. Poor CD4 achievement, defined as the highest CD4 count <350/mu L and a net gain of <100/mu L, was associated with a low CD4 count <= 200/mu L at baseline and a rise of TC beyond 5.17 mmol/L following HAART with or without the use of antilipid agents. Conversely, satisfactory CD4 achievement was associated with APOC3 3238GG genotype. Applying a linear generalised estimating equation, APOA5 -1131T>C was shown to be a predictor of a weaker temporal trend for CD4 response in the presence of a low baseline CD4 <= 200/mu L. Conclusions: Dyslipidaemia plays a predictive role in impacting immunological recovery following HAART, which could be partly explained by the APO gene SNP.