Little is known about the incidence, clinical characteristics and prognostic factors in HIV associated lymphoma as these are less common than HIV‐negative lymphoma in China. Currently, there are no standard guidelines for treatment of these patients. Therefore, we performed a study to analyse the clinical characteristics and outcomes of newly diagnosed HIV‐associated aggressive B‐cell non‐Hodgkin's lymphoma (NHL) patients in Chongqing University Cancer Hospital (CUCH). Totally 86 newly diagnosed HIV‐associated aggressive B‐cell NHL patients in CUCH, southwest China, from July 2008 to August 2021, were analysed. In the entire cohort, median age was 48 years (range, 23–87 years), and more patients were male (87.2%). Most patients had elevated lactate dehydrogenase (LDH) (82.6%), advanced ann arbor stage (80.2%) and high IPI score (IPI score, 3–5) (62.7%) at diagnosis. Median CD4+ T‐cell count at diagnosis was 191/μl (range, 4–1022), 84 patients (97.7%) were on combination antiretroviral therapy (cART) at lymphoma diagnosis. In DLBCL patients, cox multivariate analysis showed that age ≥ 60 (HR = 2.251, 95%CI 1.122–4.516; p = 0.012), elevated LDH (HR = 4.452, 95%CI 1.027–19.297; p = 0.041) and received less than two cycles of chemotherapy (HR = 0.629, 95%CI 0.589–1.071; p = 0.012) were independent risk factors for adverse prognosis based on PFS. Age ≥ 60 (HR = 3.162, 95%CI 1.500–6.665; p = 0.002) and received less than two cycles of chemotherapy (HR = 0.524, 95%CI 0.347–0.791; p = 0.002) were also independent risk factor for adverse prognosis based on OS. In BL patients, cox multivariate analysis showed that elevated LDH and received less than two cycles of chemotherapy were independent risk factors for adverse prognosis. In the DLBCL group, median PFS times in the received rituximab and no received rituximab groups were not reached and 12 months, respectively (p = 0.006). Median OS times were not reached and 36 months, respectively (p = 0.021). In the BL group, median PFS times in the received rituximab and no received rituximab groups were not reached and 4.8 months, respectively (p = 0.046). Median OS times were not reached and 10.1 months, respectively (p = 0.035). Overall, these data indicated that standardized anti‐lymphoma therapy and rituximab administration were significantly associated with improved outcomes in patients with HIV‐associated DLBCL and BL.