Several cellular functions such as apoptosis, cellular proliferation, inflammation, and immune regulation involve the tumor necrosis factor-α (TNF)/TNF receptor (TNFR) pathway. Human immunodeficiency virus 1 (HIV-1) interacts with the TNF/TNFR pathway. The activation of the TNF/TNFR pathway impacts HIV-1 replication, and the TNF/TNFR pathway is the target of HIV-1 proteins. A hallmark of HIV-1 infection is immune activation and inflammation with increased levels of TNF in the plasma and the tissues. Therefore, the control of the TNF/TNFR pathway by new therapeutic approaches could participate in the control of immune activation and impact both viral replication and viral persistence. In this review, we will describe the intricate interplay between HIV-1 proteins and TNF/TNFR signaling and how TNF/TNFR activation modulates HIV-1 replication and discuss new therapeutic approaches, especially anti-TNF therapy, that could control this pathway and ultimately favor the clearance of infected cells to cure HIV-infected patients.