Food insecurity, micronutrient deficits, dyslipidemia, insulin resistance, obesity, cardiovascular disease, and bone disorders complicate the treatment of HIV infection. Nutrition and exercise interventions can be effective in ameliorating these symptoms that are associated with HIV and antiretroviral therapy (ART). In this literature review, we examine the most recent nutrition and exercise interventions for HIV-infected patients. Macronutrient supplementation can be useful in treating malnutrition and wasting. Multivitamin (vitamin B complex, vitamin C, and vitamin E) supplements and vitamin D may improve quality of life and decrease morbidity and mortality. Nutritional counseling and exercise interventions are effective for treating obesity, fat redistribution, and metabolic abnormalities. Physical activity interventions improve body composition, strength, and fitness in HIV-infected individuals. Taken collectively, the evidence suggests that a proactive approach to nutrition and physical activity guidance and interventions can improve outcomes and help abrogate the adverse metabolic, cardiovascular, and psychological consequences of HIV and its treatments.