The earliest defense against microbial infection is represented by the responses of the innate (or natural) immune system, that also profoundly regulates the adaptive (or acquired) T- and B-cell immune responses. Activation of the innate immune system is primed by microbial invasion in response to conserved structures present in large groups of microorganisms (LPS, peptidoglycan, double-stranded RNA), and is finely tuned by different cell types (including dendritic cells, macrophages, natural killer cells, natural killer T cells, and gammadelta T cells). In addition, several soluble factors (complement components, defensins, mannose-binding lectins, interferons, cytokines and chemokines) can play a major role in the regulation of both the innate and adaptive immunity. In this review, we will briefly overview the regulation of some cellular subsets of the innate immune system particularly involved in human immunodeficiency virus (HIV) infection and then focus our attention on those cytokines and chemokines whose levels of expression are more profoundly affected by HIV infection and that, conversely, can modulate virus infection and replication.