Human immunodeficiency virus (HIV) is associated with increased rates of cardiovascular disease and vascular events, and people living with HIV (PLWH) may often have indications for therapeutic anticoagulation. However, the ideal anticoagulant in PLWH remains unknown. This retrospective cohort evaluated the tolerability and effectiveness of oral anticoagulants in PLWH. The primary outcome was tolerability, defined as a composite of bleeding and/or discontinuation rates. The secondary outcomes included recurrent thromboembolism, bleeding, and discontinuations, independently. There were 92 patients included for analysis, 48 in the direct oral anticoagulant (DOAC) arm and 44 in the warfarin arm. There were 35 (38%) PLWH that did not tolerate oral anticoagulation therapy in the total cohort. Among these, 19 received a DOAC and 16 received warfarin. There were 16 (17%) PLWH that experienced a bleeding event: six in the DOAC arm and 10 in the warfarin arm. There were 15 (16%) PLWH that experienced recurrent thromboembolism, with similar rates between DOAC versus warfarin (10, 21% vs 5, 11%, respectively; p = 0.11). The most commonly prescribed HIV regimens were protease inhibitor and integrase inhibitor-based regimens. Overall, anticoagulation-related outcomes with either a DOAC or warfarin were poor in our cohort of PLWH, with high rates of bleeding, discontinuations, and recurrent thromboembolism. Further studies are necessary to validate and assess reasons for poor tolerability.