HIV-associated sensory neuropathy (HIV-SN) affects 14–38% of HIV+ individuals stable on therapy with no neurotoxic drugs. Polymorphisms in CAMKK2, P2X7R and P2X4R associated with altered risk of HIV-SN in Indonesian and South African patients. The role of CaMKK2 in neuronal repair makes this an attractive candidate, but a direct role for any protein is predicated on expression in affected tissues. Here, we describe expression of CaMKK2, P2X7R and P2X4R proteins in skin biopsies from the lower legs of HIV+ Indonesians with and without HIV-SN, and healthy controls (HC). HIV-SN was diagnosed using the Brief Peripheral Neuropathy Screen. Biopsies were stained to detect protein gene product 9.5 on nerve fibres and CaMKK2, P2X7R or P2X4R, and were examined using 3-colour sequential scanning confocal microscopy. Intraepidermal nerve fibre densities (IENFD) were lower in HIV+ donors than HC and correlated directly with nadir CD4 T-cell counts (r = 0.69, p = 0.004). However, IENFD counts were similar in HIV-SN+ and HIV-SN− donors (p = 0.19) and so did not define neuropathy. CaMKK2+ cells were located close to dermal and epidermal nerve fibres and were rare in HC and HIV-SN− donors, consistent with a role for the protein in nerve damage and/or repair. P2X7R was expressed by cells in blood vessels of HIV-SN− donors, but rarely in HC or HIV-SN+ donors. P2X4R expression by cells in the epidermal basal layer appeared greatest in HIV-SN+ donors. Overall, the differential expression of CaMKK2, P2X7R and P2X4R supports the genetic evidence of a role for these proteins in HIV-SN.