HIV-associated sensory neuropathy (HIV-SN) is a disabling complication of HIV disease and antiretroviral therapies (ART). Since stavudine was removed from recommended treatment schedules, the prevalence of HIV-SN has declined and associated risk factors have changed. With stavudine, rs1799964*C (TNF-1031) associated with HIV-SN in Caucasians and Indonesians but not in South Africans. Here, we investigate associations between HIV-SN and rs1799964*C and 12 other polymorphisms spanning TNF and seven neighboring genes (the TNF-block) in Indonesians (n = 202; 34/168 cases) and South Africans (n = 75; 29/75 cases) treated without stavudine. Haplotypes were derived using fastPHASE and haplotype networks built with PopART. There were no associations with rs1799964*C in either population. However, rs9281523*C in intron 10 of BAT1 (alternatively DDX39B) independently associated with HIV-SN in Indonesians after correcting for lower CD4 T-cell counts and >500 copies of HIV RNA/mL (model p = 0.0011, Pseudo R 2 = 0.09). rs4947324*T (between NFKBIL1 and LTA) independently associated with reduced risk of HIV-SN and shared haplotype 1 (containing no minor alleles) associated with increased risk of HIV-SN after correcting for greater body weight, a history of tuberculosis and nadir CD4 T-cell counts (model: p = 0.0003, Pseudo R 2 = 0.22). These results confirm TNF-block genotypes influence susceptibility of HIV-SN. However, critical genotypes differ between ethnicities and with stavudine use.