Pulmonary arterial hypertension (PAH) is a life-threatening complication of HIV infection. The prevalence of HIV-associated PAH (HIV-PAH) seems not to be changed over time, regardless of the introduction of highly active antiretroviral therapy (HAART). HIV-PAH treatment is similar to that for all PAH conditions and includes lifestyle modifications, general treatments, and disease-specific treatments. We reviewed the cases of HIV-PAH reported in the Literature in order to evaluate the role of HAART and specific PAH therapy in the prognosis and outcome of HIV-PAH. The research was performed through the PubMed database, by using the following key words: human immunodeficiency virus, AIDS, pulmonary hypertension, antiretroviral, and treatment. The outcome was reported as survival at the end of the observation period of each study. We found 509 patients with HIV-PAH described in the literature to date. At the end of follow-up period, survival rates were 55% and 22% among patients treated or not with antiretroviral therapy (ART), respectively (p = 0.02). Moreover, survival rates at the end of follow-up were 76% and 32% among patients treated or not with specific therapy for PAH (PAH-ST), respectively (p < 0.0000001). Survival rates were 69% and 38% among patients treated or not with ART and PAH-ST, respectively (p = 0.02). Specific therapy for PAH should be strongly recommended in patients with HIV-PAH. The role of the HAART in influencing the outcome of HIV-PAH is controversial, even if some evidences seem to indicate a beneficial effect in the clinical course of the disease.