From the first descriptions of HIV/AIDS, the lung has been the site most frequently affected by the disease. Most patients develop a pulmonary complication during the history of HIV infection, mainly of infectious aetiology. Important changes in the epidemiology of HIV-related pulmonary infections have occurred. Overall, prescription of Pneumocystis jirovecii prophylaxis and the introduction of highly active antiretroviral therapy (HAART) are the main causes. Currently, the most frequent diagnosis in developed countries is bacterial pneumonia, especially pneumococcal pneumonia, the second most frequent cause is Pneumocystis pneumonia and the third is tuberculosis. However, in Africa, tuberculosis could be the most common pulmonary complication of HIV. Pulmonary infections remain one of the most important causes of morbidity and mortality in these patients, and the first cause of hospital admission in the HAART era. Achieving an aetiological diagnosis of pulmonary infection in these patients is important due to its prognostic consequences.