During the evolution, the immune system has developed several strategies to fight viral infections. Apoptosis, autophagy and necrosis are different types of cell death that play a main role in the interactions between infective agents and the host, since they are often important defence mechanisms that have to avoid the spreading of the infection. In turn, viruses have evolved numerous ways to evade the host immune system by influencing the behaviour and functionality of several components. HIV infects and kills CD4+ T helper lymphocytes, preferentially those that are antigen-specific, but also encodes proteins with apoptotic capacities, including gp120, gp160, Tat, Nef, Vpr, Vpu, Vif and, last but not least, the viral protease. This latter protein can kill infected and uninfected lymphocytes through the action of several host molecules, mainly members of the tumor necrosis factor family, or via the mitochondrial apoptotic pathway. The proinflammatory state that is characteristic of both the acute and chronic phase of HIV infection facilitates cell death, and is an additional cause of immune damage. Potent antiretroviral drugs that are largely use in therapy can reduce apoptosis by different mechanisms, that not only include the diminished production of the virus by infected cells and the subsequent reduction of inflammation, but also a direct action on the viral protease. The role of the host genetic background is finally crucial in understanding the process of cell death in HIV infection.