Introduction: Health-related quality of life (HRQL), pain and sleep have been described as relevant traits in patients with human immunodeficiency virus (HIV). The aim of this study is to describe and evaluate HRQL, pain and sleep and their interdependence in HIV-positive patients. Methods: A cross-sectional study on HIV-infected patients was conducted. A set of five different questionnaires was used: two questionnaires addressing HRQL (Short Form 36 [SF-36] Health Survey and Medical Outcomes Study Short Form 30 [MOS-SF 30]), one on pain (McGill Pain Questionnaire) and one on sleep (Pittsburgh Sleep Quality Index [PSQI]). We also collected the sociodemographic and clinical characteristics of patients. Results: The sample included 109 patients (age: 46.08 ± 10.49 years; 68.8% male). The pain experience was independent of HRQL and sleep. Relationships among HRQL, pain and sleep associated to sociodemographic and clinical factors were not detected (p > 0.05). Patients with CDC category A showed moderate to high correlations among HRQL, pain and sleep. In CDC B-type patients, a moderate correlation was observed between pain and mental health. In CDC C patients, moderate correlations were observed between HRQL and sleep and pain and sleep, with no correlations between HRQL and pain. Conclusions: HRQL, pain and sleep are differently correlated in HIV patients depending on their clinical stage. Neither the nadir of CD4-T cells nor the current count of CD4-T cells was found to be related with HRQL, pain or sleep.