Recent studies have uncovered sterile alpha motif and HD domain 1 (SAMHD1) as the restriction factor that blocks HIV-1 replication in myeloid cells. In contrast to previously identified HIV-1 restriction factors, SAMHD1 does not meet a countermeasure developed by HIV-1. However, HIV-2 and certain simian immunodeficiency virus (SIV) strains express the auxiliary protein Vpx that potently blocks SAMHD1. It is therefore perplexing why this function has been lost or not acquired during the course of lentiviral evolution. This article summarizes the similarities and differences between SAMHD1 and other HIV-1 restriction factors, while highlighting the new questions that are emerging about the crosstalk between restriction factors and innate immune responses.