Despite the achievements of antiretroviral therapy, discovery of new anti-HIV medicines remains an essential task because the existing drugs do not provide a complete cure for the infected patients, exhibit severe adverse effects, and lead to the appearance of resistant strains. To predict the interaction of drug-like compounds with multiple targets for HIV treatment, ligand-based drug design approach is widely applied. In this study, we evaluated the possibilities and limitations of (Q)SAR analysis aimed at the discovery of novel antiretroviral agents inhibiting the vital HIV enzymes. Local (Q)SAR models are based on the analysis of structure–activity relationships for molecules from the same chemical class, which significantly restrict their applicability domain. In contrast, global (Q)SAR models exploit data from heterogeneous sets of drug-like compounds, which allows their application to databases containing diverse structures. We compared the information for HIV-1 integrase, protease and reverse transcriptase inhibitors available in the EBI ChEMBL, NIAID HIV/OI/TB Therapeutics, and Clarivate Analytics Integrity databases as the sources for (Q)SAR training sets. Using the PASS and GUSAR software, we developed and validated a variety of (Q)SAR models, which can be further used for virtual screening of new antiretrovirals in the SAVI library. The developed models are implemented in the freely available web resource AntiHIV-Pred.