Human immunodeficiency virus type 1 (HIV-1)-infected cells respond to the infection with different outcomes depending on their cell type. The interplay of cellular and viral proteins is a key player of differences in virus replication and disease progression. Myeloid cells, including monocytes, macrophages, and myeloid dendritic cells (mDCs) play a crucial role in the transmission and pathogenesis of HIV. The viral protein Tat, which is the viral transcriptional activator, modulates the expression of both HIV and cellular genes in these myeloid cells. This review will focus on recent advances on the interplay between HIV and myeloid cells and will discuss how this interaction may contribute to HIV pathogenesis. A better understanding of the pathogenesis of HIV disease will provide us with the scientific rationale for novel approaches to prevention.