HIV positive patients are a high risk population due to the alteration in their immune status. Health-care associated infections (HAI) have not been well described in this population, with some risk factors reported inconsistently in the literature. The aim of this study was to describe the epidemiology as well as the underlying risk factors for HAI, specifically urinary tract infection (UTI), bloodstream infection (BSI) and respiratory tract infection (RTI). This was a retrospective cohort study conducted at an academic health system in New York City which included three hospitals over a two year period from 2006 to 2008. There were 3,877 HIV positive patient discharges in 1,911 patients. There were a total of 142 UTI, 106 BSI, and 100 RTI. The incidence rates were 4.35 for UTI, 3.16 for BSI and 2.98 for RTI. CD4 count and antiretroviral therapy were not associated with HAI. Significant predictors of UTI included urinary catheter, length of stay, female gender, steroids and trimethoprim-sulphamethoxazole (TMP-SMX); of BSI were steroids and TMP-SMX; and RTI were mechanical ventilation, steroids and TMP-SMX. Multivariable analysis indicated that TMP-SMX was significantly associated with an increased risk of infection for all three types of HAI [BSI odds ratio 2.55, 95% confidence interval (1.22-5.34); UTI odds ratio 3.1, 95% confidence interval (1.41-7.22); RTI odds ratio 5.15, 95% confidence interval (1.70-15.62)]. HIV positive patients are at significant risk for developing HAI, but the risk factors differ depending on the specific type of infection. The fact that TMP-SMX is a risk factor in these patients warrants further research as this may have significant health policy implications.