HIV infection is a highly complex phenomenon involving different actors of the immune system like cells and molecules. All the actors interact each other in order to shut down viral replication in infected cells and also to promote the activation of the immune response. Natural Killer (NK) cells represent a key cells in HIV infection by mediating anti-viral immunity through lysing infected cells, producing pro-inflammatory cytokines and modulating adaptive immunity. Dendritic cells (DCs) also are crucial in the generation and regulation of adaptive immunity and are key regulators of the host response to human immunodeficiency virus-1 (HIV-1) infection by driving the activation of T lymphocyte cells and the production of antibodies. When activated, adaptive immunity modulates the innate immune response against HIV through Tregs cells, which have the potential to limit excessive inflammatory immune responses and to reduce tissue damage. Tregs cells can also suppress antimicrobial immune responses and promote pathogen persistence. This crosstalk between innate and adaptive immunity helps to “contain” the infection for many years without symptoms.