Human immunodeficiency virus type-1 (HIV-1) causes a spectrum of neurological impairments, termed HIV-associated neurocognitive disorder (HAND), following the infiltration of infected cells into the brain. Even though the implementation of antiretroviral therapy reduced the systemic viral load, the prevalence of HAND remains unchanged and infected patients develop persisting neurological disturbances affecting their quality of life. As a result, HAND have gained importance in basic and clinical researches, warranting the need of developing new adjunctive treatments. Nonetheless, a better understanding of the molecular and cellular mechanisms remains necessary. Several studies consolidated their efforts into elucidating the neurotoxic signaling leading to HAND including the deleterious actions of HIV-1 viral proteins and inflammatory mediators. However, the scope of these studies is not sufficient to address all the complexity related to HAND development. Fewer studies focused on an altered neuroprotective capacity of the brain to respond to HIV-1 infection. Neurotrophic factors are endogenous polyproteins involved in neuronal survival, synaptic plasticity, and neurogenesis. Any defects in the processing or production of these crucial factors might compose a risk factor rendering the brain more vulnerable to neuronal damages. Due to their essential roles, they have been investigated for their diverse interplays with HIV-1 infection. In this review, we present a complete description of the neurotrophic factors involved in HAND. We discuss emerging concepts for their therapeutic applications and summarize the complex mechanisms that down-regulate their production in favor of a neurotoxic environment. For certain factors, we finally address opposing roles that rather lead to increased inflammation.