To evaluate the prevalence of adverse drug reactions (ADR) and associated factors during the use of Highly Active Antiretroviral Therapy (HAART) in patients initiating treatment. This is a cross-sectional analysis of a prospective study conducted in three public referral services specialized in HIV/AIDS care in Belo Horizonte, Brazil. Self-reported ADR and explanatory variables were obtained from face-to-face interview and from Information Systems. Associated factors with ADR were evaluated by logistic regression in SPSS software v.22. We included 399 patients, of which 85.5% reported at least one and 72.7% up to 5 ADRs after HAART initiation. Neurological reactions were the most frequent, with self-reported ADRs being distinct according to HAART regimen used. The global model showed higher chance of ADRs among females (OR = 3.52) and illicit drug users (OR = 2.28). Lower chance of ADRs was found for patients aged > 33years (OR = 0.37), DTG/TDF/3TC users (OR = 0.41), and higher physical domain of quality of life (OR = 0.78). The model restricted to patients using the single-tablet regimen EFV/TDF/3TC showed lower ADRs among patients with CD4+ T lymphocyte count > 200 cells/mm3 (OR = 0.23) and higher independence domain of quality of life (OR = 0.74). The model restricted to DTG/TDF/3TC and to other regimens showed lower ADRs with higher physical domain of quality of life (OR = 0.74 and OR = 0.55, respectively). The prevalence of self-reported ADRs to first-line antiretroviral regimens was high and patients using DTG/TDF/3TC had a smaller number of ADRs. In addition to HAART regimen, sociodemographic, clinical, and quality of life characteristics were associated with ADRs.