Human Immunodeficiency Virus (HIV) is a stigmatizing disease that disproportionately affects African Americans and Latinos among people living with HIV (PLWH). Researchers are increasingly utilizing artificial intelligence (AI) to analyze large amounts of data such as social media data and electronic health records (EHR) for various HIV-related tasks, from prevention and surveillance to treatment and counseling. This paper explores the ethical considerations surrounding the use of AI for HIV with a focus on acceptability, trust, fairness, and transparency. To improve acceptability and trust towards AI systems for HIV, informed consent and a Federated Learning (FL) approach are suggested. In regard to unfairness, stakeholders should be wary of AI systems for HIV further stigmatizing or even being used as grounds to criminalize PLWH. To prevent criminalization, in particular, the application of differential privacy on HIV data generated by data linkage should be studied. Participatory design is crucial in designing the AI systems for HIV to be more transparent and inclusive. To this end, the formation of a data ethics committee and the construction of relevant frameworks and principles may need to be concurrently implemented. Lastly, the question of whether the amount of transparency beyond a certain threshold may overwhelm patients, thereby unexpectedly triggering negative consequences, is posed.