The pathogenesis of HIV infection, and in particular the development of immunodeficiency, remains incompletely understood. Whichever intricate molecular mechanisms are at play between HIV and the host, it is evident that the organism is incapable of restricting and eradicating the invading pathogen. Both innate and adaptive immune responses are raised, but they appear to be insufficient or too late to eliminate the virus. Moreover, the picture is complicated by the fact that the very same cells and responses aimed at eliminating the virus seem to play deleterious roles by driving ongoing immune activation and progressive immunodeficiency. Whereas much knowledge exists on the role of adaptive immunity during HIV infection, it has only recently been appreciated that the innate immune response also plays an important part in HIV pathogenesis. In this review, we present current knowledge on innate immune recognition and activation during HIV infection based on studies in cell culture, non-human primates, and HIV-infected individuals, and discuss the implications for the understanding of HIV immunopathogenesis.