The cells that are targeted by primate lentiviruses (HIV and simian immunodeficiency virus [SIV]) are of intense interest given the renewed effort to identify potential cures for HIV. These viruses have been reported to infect multiple cell lineages of hematopoietic origin, including all phenotypic and functional CD4 T cell subsets. The two most commonly reported cell types that become infected in vivo are memory CD4 T cells and tissue-resident macrophages. Though viral infection of CD4 T cells is routinely detected in both HIV-infected humans and SIV-infected Asian macaques, significant viral infection of macrophages is only routinely observed in animal models wherein CD4 T cells are almost entirely depleted. Here we review the roles of macrophages in lentiviral disease progression, the evidence that macrophages support viral replication in vivo, the animal models where macrophage-mediated replication of SIV is thought to occur, how the virus can interact with macrophages in vivo, pathologies thought to be attributed to viral replication within macrophages, how viral replication in macrophages might contribute to the asymptomatic phase of HIV/SIV infection, and whether macrophages represent a long-lived reservoir for the virus.