People living with HIV (PLWH) usually suffer from co-infections and co-morbidities including respiratory tract infections. SARS-CoV-2 has been reported to cause respiratory infections. There are uncertainties in the disease severity and immunological response among PLWH who are co-infected with COVID-19. This review outlines the current knowledge on the clinical outcomes and immunological response to SARS-CoV-2 among PLWH. Literature was searched in Google scholar, Scopus, PubMed, and Science Direct conforming with the Preferred Reporting Items for Systematic reviews and Meta-analyses (PRISMA) guidelines from studies published from January 2020 to June 2023. A total of 81 studies from 25 countries were identified, and RT-PCR was used in confirming COVID-19 in 80 of the studies. Fifty-seven studies assessed risk factors and clinical outcomes in HIV patients co-infected with COVID-19. Thirty-nine of the studies indicated the following factors being associated with severe outcomes in HIV/SARS-CoV-2: older age, the male sex, African American race, smoking, obesity, cardiovascular diseases, low CD4+ count, high viral load, tuberculosis, high levels of inflammatory markers, chronic kidney disease, hypertension, diabetes, interruption, and delayed initiation of ART. The severe outcomes are patients’ hospitalization, admission at intensive care unit, mechanical ventilation, and death. Twenty (20) studies, however, reported no difference in clinical presentation among co-infected compared to mono-infected individuals. Immune response to SARS-CoV-2 infection was investigated in 25 studies, with some of the studies reporting high levels of inflammatory markers, T cell exhaustion and lower positive conversion rate of IgG in PLWH. There is scanty information on the cytokines that predisposes to severity among HIV/SARS-CoV-2 co-infected individuals on combined ART. More research work should be carried out to validate co-infection-related cytokines and/or immune markers to SARS-CoV-2 among PLWH.