The incidence of anal intraepithelial neoplasias associated with HPV is rising worldwide. In the general population, this pathology is rare, but individuals living with HIV/AIDS are at a significantly higher risk. We aimed to study HPV infection and performed cytological screening to study the epidemiological and behavioral determinants in a group of men and women living with HIV from a region in Mexico with high HIV incidence. This was a cross-sectional study including adults living with HIV/AIDS performed in Merida (Mexico). We invited patients of public HIV/STD clinics and those affiliated with social organizations of people living with HIV to participate in the study. Participants responded to an instrument to assess their risky behaviors and clinical history. Swabs from the anal canal and cervix and anal cytology specimens were obtained by medical staff from women and by self-sampling from men. For the 200 participants, 169 men and 31 women, anal HPV PCR tests resulted in 59.8% positivity (62.6% of men and 45.2% of women), and 17 genotypes were identified. The most frequent high-risk (HR) types for the anal canal were: HPV33 (35.3%), HPV58 (20.6%), HPV66 (18.6%), HPV45 (17.6%), and HPV16 (14.7%). Multiple genotypes were found in over 80% of the participants. Receptive anal intercourse in the previous 12 months, inconsistent condom use, and detectable HIV titers (≥50 cc/mL) were associated with HPV infection (p < 0.05). Cytology (smears and liquid-based) identified that 34.6% of the participants had low-grade squamous intraepithelial lesions (LSILs), and 3.5% had high-grade squamous intraepithelial lesions (HSILs). Neither HPV nor lesions were associated with low CD4+ counts (<200 cells/mm3, p > 0.05). Of the women, 60% were infected in the cervix and 45% in the anal canal, with an agreement of at least one genotype in 90%. The HR-HPV types associated with HSILs were HPV66, 33, 52, 51, 45, 18, and 68.