Dyslipidaemia associated with the treatment of HIV infection, particularly with the use of protease inhibitors (PIs), can raise cholesterol and triglyceride (TG) levels to the thresholds indicated for intervention. Recent evidence from epidemiological studies has shown that there are correlations between antiretroviral drug use and increased risks for, and incidences of, cardiovascular disease, including myocardial infarction and coronary heart disease. The primary goals of dyslipidaemia therapy for HIV patients are reductions of both low-density lipoprotein cholesterol (LDL-C) and markedly elevated TG levels. Dietary strategies and exercise programs may be tried, although these have shown inconsistent results. The two options for drug therapy are switching antiretroviral agents and using lipid-lowering drugs. Each approach is associated with advantages and limitations, and the need to maintain viral suppression must be balanced with the need to treat abnormal lipid levels. Most drug switches replace the PI component with drugs from another antiretroviral class. Selection of drug therapy for lipid lowering depends on the type of dyslipidaemia predominating and the potential for drug interactions. The use of the statins pravastatin and atorvastatin is recommended for the treatment of patients with elevated LDL-C levels and gemfibrozil or fenofibrate for patients with elevated TG concentrations. Development of new PIs with more favourable effects on the lipid profile should be of benefit.