The introduction of Highly Active Antiretroviral Therapy transformed HIV infection into a chronic condition, albeit associated with metabolic and cardiovascular comorbidities. This study aimed to analyze the efficacy of aerobic training on immunological markers, functional capacity, and metabolic profile of people living with HIV. A systematic review of Randomized Clinical Trials was conducted in the PubMed database, selecting studies with supervised aerobic interventions in adults. The results demonstrated that aerobic training is safe, not altering viral load, and promoted a significant increase in CD4+ T cell count, with an effect size of 0.402, especially in patients with greater immunological reserve. There was robust improvement in cardiorespiratory fitness, evidenced by increased maximum oxygen consumption (effect size of 1.050), and in insulin sensitivity, in addition to a reduction in visceral fat. Lipid parameters showed variable responses, being more effective in reducing LDL cholesterol when combined with pharmacological therapy. It is concluded that aerobic exercise constitutes a safe and essential therapeutic strategy and should be integrated into standard treatment to mitigate cardiometabolic risk and assist in functional immune reconstitution.