Diffuse large B-cell lymphoma (DLBCL) is a common malignancy among people living with HIV. Macrophage enrichment of the tumour microenvironment (TME) is a prognostic factor in DLBCL among immunocompetent people, with some studies reporting that macrophage enrichment predicts a superior response to rituximab therapy. The macrophage phenotype is also important, with reportedly poorer outcomes with enrichment of anti-inflammatory (M2) macrophages. To date, the relationship between the type/number of tumour macrophages and outcomes in HIV-associated DLBCL (HIV-DLBCL) has been poorly explored. In this study, we assessed tumour macrophage numbers in a South African cohort of patients with DLBCL and a high HIV-seropositivity rate. Immunohistochemistry for CD68 and CD163 was performed on the diagnostic biopsies of 79 patients with DLBCL. Relevant information was documented from the clinical records, including disease stage, international-prognostic index score, HIV-related parameters, C-reactive protein, ferritin levels and immune cell numbers (monocytes, lymphocytes and neutrophils). Survival analysis was performed using Kaplan–Meier survival estimates, and the correlation between tumour macrophage numbers and a variety of immunological parameters was assessed using Spearman’s rho. Of the 79 patients included, 87.2% were living with HIV, and rituximab therapy was used in 46.9%. Tumour macrophage numbers were not related to HIV status, but low pro-inflammatory (M1) macrophage numbers (CD68 + CD163 −) were significantly associated with poorer outcomes (HR 2.02, p = 0.03). M2 macrophage (CD68 + CD163 +) enrichment was not predictive of survival but was associated with improved response to rituximab therapy (HR 0.19; p = 0.002). Macrophage numbers were marginally correlated with ferritin levels, which showed modest performance as a peripheral blood biomarker of the TME macrophage status (AUC 0.6 at a level of 374 µg/L), and high ferritin levels were associated with a superior response to rituximab-therapy (HR 0.28, p = 0.034). Pro-inflammatory macrophages are important in tumour control in HIV-DLBCL, while M2 macrophage enrichment improves the response to rituximab therapy. Ferritin shows promise as a biomarker for identifying patients more likely to benefit from rituximab therapy.