To assess associations between the timing of hepatitis B virus (HBV) immunization relative to human immunodeficiency virus (HIV) diagnosis and vaccine effectiveness, US Military HIV Natural History Study cohort participants without HBV infection at the time of HIV diagnosis were grouped by vaccination status, retrospectively followed from HIV diagnosis for incident HBV infection, and compared using Cox proportional hazards models. A positive vaccine response was defined as hepatitis B surface antibody level ≥ 10 IU/L. Of 1,877 participants enrolled between 1989 and 2008, 441 (23%) were vaccinated prior to HIV diagnosis. Eighty percent of those who received vaccine doses only before HIV diagnosis had a positive vaccine response, compared with 66% of those who received doses both before and after HIV and 41% of those who received doses only after HIV (P < 0.01 for both compared with persons vaccinated before HIV only). Compared with the unvaccinated, persons vaccinated only before HIV had reduced risk of HBV infection after HIV diagnosis (hazard ratio = 0.38, 95% confidence interval: 0.20, 0.75). No reduction in HBV infection risk was observed for other vaccination groups. These data suggest that completion of the vaccine series prior to HIV infection may be the optimal strategy for preventing this significant comorbid infection in HIV-infected persons.