Chronic pain occurs in as many as 85% of individuals with HIV and is associated with substantial functional impairment. Little guidance is available for HIV providers seeking to address their patients’ chronic pain. We conducted a systematic review to identify clinical trials and observational studies that examined the impact of pharmacologic or non-pharmacologic interventions on pain and/or functional outcomes among HIV-infected individuals with chronic pain in high-development countries. Eleven studies met inclusion criteria and were mostly low or very low quality. Seven examined pharmacologic interventions (gabapentin, pregabalin, capsaicin, analgesics including opioids) and four examined non-pharmacologic interventions (cognitive behavioral therapy, self-hypnosis, smoked cannabis). The only controlled studies with positive results were of capsaicin and cannabis, and had short-term follow-up (≤12 weeks). Among the seven studies of pharmacologic interventions, five had substantial pharmaceutical industry sponsorship. These findings highlight several important gaps in the HIV/chronic pain literature that require further research.