Innate immune cells play a critical role during the onset of HIV infection and remain active until the final events that characterize AIDS. The viral impact on innate immune cell response may be a result of direct infection or indirect modulation, and each cell type responds in a specific manner to HIV. During HIV infection, the immune system works in a dynamic way, where innate and adaptive cells contribute with each other stimulating their function and modulating phenotypes and consequently infection resolution. Understanding the alterations in the cell populations induced by the virus is pivotal and can help to combat HIV at the time of infection and above all, to prevent the establishment of viral reservoirs. In this review, we will describe the frequency and the subtypes of infected cells such as of monocytes, DCs, neutrophils, eosinophils, mast cells/basophils, NK cells, NKT cells and γδ T cells, and we discuss the possibility of cell-targeting strategies. Our aim is to consolidate the existing knowledge of the interaction between HIV and cells that constitute the innate immune response.