A pseudoaneurysm (PSA) is a contained vascular rupture that typically occurs following catheterization, at the anastomotic site between a native artery and a synthetic graft, post-trauma, or as a result of infection. It is characterized by a hematoma surrounded by tissue, often emerging as a complication of invasive arterial interventions. In patients with HIV/AIDS, PSAs can develop due to vessel wall disruption caused by chronic inflammation, opportunistic infections (such as cytomegalovirus or tuberculosis), or the direct effects of the virus, leading to abnormal blood flow into a chamber confined by adjacent tissue. The clinical presentation of PSAs varies based on their size and location. Diagnosis can be achieved through ultrasonography with color Doppler, contrast-enhanced computed tomography (CT), magnetic resonance angiography (MRA), or digital subtraction angiography (DSA). Treatment modalities include surgery, ultrasound-guided compression, thrombin injection, and endovascular techniques. This review discusses the pathophysiology, histology, diagnosis, and therapeutic options for HIV-related PSAs. Additionally, risk factors and rare complications associated with PSAs are explored in detail.