Previous studies showed that persons living with HIV (PLWH) demonstrate higher brain prefrontal cortex neuroinflammation and immunoproteasome expression compared to HIV-negative individuals; these associate positively with HIV levels. Lower expression of the antioxidant enzyme heme oxygenase 1 (HO-1) was observed in PLWH with HIV-associated neurocognitive impairment (HIV-NCI) compared to neurocognitively normal PLWH. We hypothesized that similar expression patterns occur throughout cortical, subcortical, and brainstem regions in PLWH, and that neuroinflammation and immunoproteasome expression associate with lower expression of neuronal markers. We analyzed autopsied brains (15 regions) from 9 PLWH without HIV-NCI and 7 matched HIV-negative individuals. Using Western blot and RT-qPCR, we quantified synaptic, inflammatory, immunoproteasome, endothelial, and antioxidant biomarkers, including HO-1 and its isoform heme oxygenase 2 (HO-2). In these PLWH without HIV-NCI, we observed higher expression of neuroinflammatory, endothelial, and immunoproteasome markers in multiple cortical and subcortical regions compared to HIV-negative individuals, suggesting a global brain inflammatory response to HIV. Several regions, including posterior cingulate cortex, globus pallidus, and cerebellum, showed a distinct pattern of higher type I interferon (IFN)-stimulated gene and immunoproteasome expression. PLWH without HIV-NCI also had (i) stable or higher HO-1 expression and positive associations between (ii) HO-1 and HIV levels (CSF, plasma) and (iii) HO-1 expression and neuroinflammation, in multiple cortical, subcortical, and brainstem regions. We observed no differences in synaptic marker expression, suggesting little, if any, associated neuronal injury. We speculate that this may reflect a neuroprotective effect of a concurrent HO-1 antioxidant response despite global neuroinflammation, which will require further investigation.