Following the introduction of triple combination therapy in 1996, the paradigm of HIV infection has been modified by its transformation into a chronic disease and thereby significantly reducing its morbidity and mortality. The spectrum of drugs in use since then has changed dramatically with the advent of more potent molecules, new classes of drugs aimed at novel therapeutic targets and their optimization and simplification through fixed-dose combinations that are more convenient for patients, and which, taken together, have led to sustained virologic response rates in treatment-naive patients of more than 90%. However, the different drugs that make up antiretroviral therapy continue to pose problems of tolerability and toxicity (such as tenofovir-associated renal and bone toxicity, or neuropsychiatric toxicity that has been related to efavirenz and, more recently, to some integrase inhibitors), which can be detrimental to the patient’s compliance to a given antiretroviral therapy and lead to virologic failure. In this context of sustained virologic response, safety has emerged as probably the single most important factor in treatment and should be given serious consideration when choosing an antiretroviral therapy regimen. Herein, we review the role of the adverse effects that result from the different drugs that are currently available, as described in data published from clinical trials and real life cohort studies, as well as possible therapeutic strategies for the management of these toxicities.