Although most of the early research studies on fractional-order systems were based on the Caputo or Riemann–Liouville fractional-order derivatives, it has recently been proven that these methods have some drawbacks. For instance, kernels of these methods have a singularity that occurs at the endpoint of an interval of definition. Thus, to overcome this issue, several new definitions of fractional derivatives have been introduced. The Caputo–Fabrizio fractional order is one of these nonsingular definitions. This paper is concerned with the analyses and design of an optimal control strategy for a Caputo–Fabrizio fractional-order model of the HIV/AIDS epidemic. The Caputo–Fabrizio fractional-order model of HIV/AIDS is considered to prevent the singularity problem, which is a real concern in the modeling of real-world systems and phenomena. Firstly, in order to find out how the population of each compartment can be controlled, sensitivity analyses were conducted. Based on the sensitivity analyses, the most effective agents in disease transmission and prevalence were selected as control inputs. In this way, a modified Caputo–Fabrizio fractional-order model of the HIV/AIDS epidemic is proposed. By changing the contact rate of susceptible and infectious people, the atraumatic restorative treatment rate of the treated compartment individuals, and the sexual habits of susceptible people, optimal control was designed. Lastly, simulation results that demonstrate the appropriate performance of the Caputo–Fabrizio fractional-order model and proposed control scheme are illustrated.