Human immunodeficiency virus (HIV) infection not only leads to a compromised immune system, but also disrupts normal haematopoiesis, resulting in the frequent manifestation of cytopenias (anaemia, thrombocytopenia and neutropenia). Although there is a definite association between the severity of cytopenia and HIV disease stage, this relationship is not always linear. For example, cytopenias such as thrombocytopenia may occur during early stages of infection. The aetiology of these haematological abnormalities is complex and multifactorial, including drug-induced impaired haematopoiesis, bone marrow suppression due to infiltration of infectious agents or malignant cells, HIV-induced impaired haematopoiesis, and several other factors. In this review, we describe the frequencies of anaemia, thrombocytopenia and neutropenia reported for HIV-infected, treatment-naïve cohorts studied in eastern and southern sub-Saharan African countries. We present a rational approach for the use of diagnostic tests during the workup of HIV-infected patients presenting with cytopenia, and discuss how HIV impacts on haematopoietic stem/progenitor cells (HSPCs) resulting in impaired haematopoiesis. Finally, we describe the direct and indirect effects of HIV on HSPCs which result in defective haematopoiesis leading to cytopenias.