Perivascular macrophages are located in the perivascular space of cerebral microvessels and thus uniquely situated at the intersection between the brain parenchyma and blood. Connections between the nervous and immune systems are mediated in part through these cells that are ideally located to sense perturbations in the periphery and turnover by cells entering the central nervous system (CNS) from the circulation. It has become clear that unique subsets of brain macrophages exist in normal and SIV- or HIV-infected brains, and perivascular macrophages and similar cells in the meninges and choroid plexus play a central role in lentiviral neuropathogenesis. Common to all these cell populations is their likely replacement within the CNS by monocytes. Studies of SIV-infected non-human primates and HIV-infected humans underscore the importance of virus-infected and activated monocytes, which traffic to the CNS from blood to become perivascular macrophages, potentially drive the blood-brain barrier damage and cause neuronal injury. This review summarizes what we know about SIV- and HIV-induced neuropathogenesis focusing on brain perivascular macrophages and their precursors in blood that may mediate HIV CNS infection and injury.