Introduction: To provide evidence to improve cervical screening for women living with HIV (WLHIV), we assessed the accuracy of screening tests that can be used in low-resource settings and give results at the same visit. Methods: We conducted a paired, prospective study among consecutive eligible WLHIV, aged 18 to 65 years, receiving cervical cancer screening at one hospital in Lusaka, Zambia. The histopathological reference standard was multiple biopsies taken at two time points. The target condition was high-grade cervical intraepithelial neoplasia (CIN2+). The index tests were high-risk human papillomavirus detection (hrHPV, Xpert HPV, Cepheid), portable colposcopy (Gynocular, Gynius), and visual inspection with acetic acid (VIA). Accuracy of stand-alone and test combinations were calculated as the point estimate with 95% confidence intervals. A sensitivity analysis considered disease when only visible lesions were biopsied. Results: Among 371 participants with histopathological results, 27% (101/371) women had CIN2+ and 23% (23/101) was not detected by any index test. Sensitivity and specificity for stand-alone tests were: hrHPV, 67.3% (95% CI: 57.7 to 75.7) and 65.3% (59.4 to 70.7); Gynocular 51.5% (41.9 to 61.0) and 80.0% (74.8 to 84.3); and VIA 22.8% (15.7 to 31.9) and 92.6% (88.8 to 95.2), respectively. The combination of hrHPV testing followed by Gynocular had the best balance of sensitivity (42.6% [33.4 to 52.3]) and specificity (89.6% [85.3 to 92.7]). All test accuracies improved in sensitivity analysis. Conclusion: The low accuracy of screening tests assessed might be explained by our reference standard, which reduced verification and misclassification biases. Better screening strategies for WLHIV in low-resource settings are urgently needed.