When the first cases of HIV infection appeared in the 1980s, AIDS was a deadly disease without any therapeutic alternatives. Currently, there is still no cure for most cases mainly due to the multiple tissues that act as a reservoir for this virus besides the high viral mutagenesis that leads to an antiretroviral drug resistance. Throughout the years, multiple drugs with specific mechanisms of action on distinct targets have been approved. In this review, the most recent phase III clinical studies and other research therapies as advanced antiretroviral nanodelivery systems will be here discussed. Although the combined antiretroviral therapy is effective in reducing viral loading to undetectable levels, it also presents some disadvantages, such as usual side effects, high frequency of administration, and the possibility of drug resistance. Therefore, several new drugs, delivery systems, and vaccines have been tested in pre-clinical and clinical trials. Regarding drug delivery, an attempt to change the route of administration of some conventional antiretrovirals has proven to be successful and surpassed some issues related to patient compliance. Nanotechnology has brought a new approach to overcoming certain obstacles of formulation design including drug solubility and biodistribution. Overall, the encapsulation of antiretroviral drugs into nanosystems has shown improved drug release and pharmacokinetic profile.