Infections with HIV represent a great challenge for the development of strategies for an effective cure. The spectrum of diseases associated with HIV ranges from opportunistic infections and cancers to systemic physiological disorders like encephalopathy and neurocognitive impairment. A major progress in controlling HIV infection has been achieved by highly active antiretroviral therapy (HAART). However, HAART does neither eliminate the virus reservoirs in form of latently infected cells nor does it completely reconstitute immune reactivity and physiological status. Furthermore, the failure of the STEP vaccine trial and the only marginal efficacies of the RV144 trial together suggest that the causal relationships between the complex sets of viral and immunological processes that contribute to protection or disease pathogenesis are still poorly understood. Here, we provide an up-to-date overview of HIV-host interactions at the cellular, the immune system and the neuroendocrine systems level. Only by integrating this multi-level knowledge one will be able to handle the systems complexity and develop new methodologies of analysis and prediction for a functional restoration of the immune system and the health of the infected host.