Human immunodeficiency virus (HIV)-infected patients experience a range of haematological complications including anaemia, neutropenia, lymphopenia and thrombocytopenia. Anaemia is a prognostic marker of future disease progression or death, independent of CD4 and viral load. Recovery from anaemia reduces the risk of disease progression to approximately the same level as seen among patients who have never had anaemia. Additionally, anaemia impacts a range of dimensions of quality of life, most commonly through fatigue. Anaemia can be caused by a range of mechanisms including infections, neoplasms, dietary deficiencies, blood loss and medication. Histologically, bone marrow hypoproliferation and dysplasia are the most commonly seen. Both AZT and d4T induce macrocytosis, however, AZT, but not d4T, has broader myelosuppressive effects both in vitro and in vivo. The management of anaemia typically includes correction of the underlying cause(s) and blood transfusion or erythropoietin. However, blood transfusions and iron supplementation may activate HIV expression and possibly worsen immunosuppression. Recombinant human erythropoietin (rHuEPO) is an effective means of improving haemoglobin and reducing transfusion requirements in patients who have low (< 500 IU/L) endogenous erythropoietin levels.