HIV-positive patients may be effectively treated with highly active antiretroviral therapy and such a strategy is associated with striking immune recovery and viral load reduction to very low levels. Despite undeniable results, the central nervous system (CNS) is commonly affected during the course of HIV infection, with neurocognitive disorders being as prevalent as 20–50 % of treated subjects. This review discusses the pathophysiology of CNS infection by HIV and the barriers to efficacious control of such a mechanism, including the available data on compartmental drug penetration and on pharmacokinetic/pharmacodynamic relationships. In the reviewed articles, a high variability in drug transfer to the CNS is highlighted with several mechanisms as well as methodological issues potentially influencing the observed results. Nevirapine and zidovudine showed the highest cerebrospinal fluid (CSF) to plasma ratios, although target concentrations are currently unknown for the CNS. The use of the composite CSF concentration effectiveness score has been associated with better virological outcomes (lower HIV RNA) but has been inconsistently associated with neurocognitive outcomes. These findings support the CNS effectiveness of commonly used highly antiretroviral therapies. The use of antiretroviral drugs with increased CSF penetration and/or effectiveness in treating or preventing neurocognitive disorders however needs to be assessed in well-designed prospective studies.