Major public health issues in Nigeria include HIV and malaria. HIV and malaria are two severe global public health issues. We conducted a cross-sectional study. One hundred and four HIV-infected individuals attending an antiretroviral treatment (ART) clinic in Yenagoa, Bayelsa State, were enrolled in this study using a random sampling technique. In order to gather data on the respondents' characteristics, questionnaires were given out. Venous blood samples were collected and analyzed for malaria parasite, CD4, and plasma viral load (PVL) using SD Boline RDT, Partec flow cytometer, and Abbott Real-Time protocol, respectively. All laboratory tests were performed following the manufacturer's instructions. The HIV/Malaria co-infection was 5.0%. A significant risk factor for the co-infection was high CD4 counts (p = 0.02). Age (p = 0.76), sex (p = 0.54), marital status (p = 0.47), education (p = 0.75), occupation (p = 0.57) and PVL (p = 0.39) were not significant (p > 0.05) risk factors. Though, a higher HIV/malaria co-infection occurred in the age group 21-40 years (6.0%), males (7.0%), CD4 counts >500 cells/µl (15.4%) and PVL <20 copies/ml (7.5%). In Yenagoa, Nigeria, the occurrence of HIV/malaria among PLWHA has been further established by the current study. Whereas their female counterparts showed a more significant propensity to HIV infection alone, males were more susceptible to HIV/Malaria co-infection. High CD4 levels were a significant risk factor for co-infection with HIV and malaria. HIV status did appear to affect a person's propensity to contract malaria, as HIV-positive individuals in Yenagoa, Nigeria, were shown to be more susceptible to the disease. We, therefore, urge that individuals living with HIV/AIDS be prioritized for any malaria intervention because of their vulnerability to malaria.