During the last two decades, progresses in bioimaging and the development of various strategies to fluorescently label the viral components opened a wide range of possibilities to visualize the early phase of Human Immunodeficiency Virus 1 (HIV-1) life cycle directly in infected cells. After fusion of the viral envelope with the cell membrane, the viral core is released into the cytoplasm and the viral RNA (vRNA) is retro-transcribed into DNA by the reverse transcriptase. During this process, the RNA-based viral complex transforms into a pre-integration complex (PIC), composed of the viral genomic DNA (vDNA) coated with viral and host cellular proteins. The protective capsid shell disassembles during a process called uncoating. The viral genome is transported into the cell nucleus and integrates into the host cell chromatin. Unlike biochemical approaches that provide global data about the whole population of viral particles, imaging techniques enable following individual viruses on a single particle level. In this context, quantitative microscopy has brought original data shedding light on the dynamics of the viral entry into the host cell, the cytoplasmic transport, the nuclear import, and the selection of the integration site. In parallel, multi-color imaging studies have elucidated the mechanism of action of host cell factors implicated in HIV-1 viral cycle progression. In this review, we describe the labeling strategies used for HIV-1 fluorescence imaging and report on the main advancements that imaging studies have brought in the understanding of the infection mechanisms from the viral entry into the host cell until the provirus integration step.