Background: Cardiometabolic health has become crucial, especially for women with HIV (WWH). We assessed the achievement of targets for hypertension, dyslipidemia, and diabetes (H/Dy/DT) in primary prevention in a WWH cohort. Methods: Cross-sectional analysis including all WWH in our clinic, excluding those who had a myocardial infarction. H/Dy/DT achievement was assessed by both EACS guidelines and individual cardiovascular risk, CVR (measured by ESC calculator), using logistic regression to evaluate differences in H/Dy/DT achievement between migrant and Italian women. Results: We included 292 WWH, 55.5% Italian and 44.5% migrant women; the median age was 50 (IQR:42–58) years, 94.5% had undetectable HIV-RNA, 55.1% had a high level of education, 27.1% were smokers, and 19.2% did regularly physical exercise. Overall, 76%, 19%, and 5% of women presented a low, a high, and a very high CVR, respectively. Among Italians, 28.4% and 6.2% women presented a high and a very high CVR, respectively. Considering migrants, 7.7% and 3.8% women presented a high and a very high CVR, respectively. Overall, among migrant women, those with a high CVR were more likely to be not at target than those with a low risk (especially for LDL-c and blood pressure among people on treatment), despite the fact that we did not detect a statistically significant difference. By contrast, migrants were more likely to achieve glycemic targets than Italians (p = 0.032). Conclusions: H/Dy/DT target achievement is suboptimal, especially in migrants. A more aggressive pharmacological treatment, also assessing adherence to medical prescriptions, and promotion of healthy lifestyle should be urgently implemented, possibly redrawing the current model of care.