Cardiovascular disease, including atherosclerosis and atherosclerosis-associated complications, is an increasing cause of morbidity and mortality in human immunodeficiency virus (HIV) patients in the post-antiretroviral therapy era. HIV alone accelerates atherosclerosis. Antiretroviral therapy; HIV-associated comorbidities, such as dyslipidemia, drug abuse, and opportunistic infections; and lifestyle are risk factors for HIV-associated atherosclerosis. However, our current understanding of HIV-associated atherogenesis is very limited and has largely been obtained from clinical observation. There is a pressing need to experimentally unravel the missing link between HIV and atherosclerosis. Understanding these mechanisms will help to better develop and design novel therapeutic interventions for the treatment of HIV-associated cardiovascular disease. HIV mainly infects T cells and macrophages resulting in the induction of oxidative and endoplasmic reticulum stress, the formation of the inflammasome, and the dysregulation of autophagy. These mechanisms may contribute to HIV-associated atherogenesis. In this review, we will summarize our current understanding and propose potential mechanisms of HIV-associated atherosclerosis.