Conflicting results on the involvement of vitamin D deficiency in inflammatory and immune response in HIV+ subjects are reported. We aimed to characterize the possible influence of vitamin D status on changes in expression of tissue transglutaminase gene (TGM2) and other genes involved in inflammatory response and autophagy in peripheral blood mononuclear cells (PBMC) from HIV+ subjects. HIV+ subjects (n = 57) under antiretroviral therapy (ART) and healthy controls (n = 40) were enrolled. mRNA levels of 1-alpha-hydroxylase (CYP27B1), tumor necrosis factor-α (TNF-α), interferon-γ (IFN-γ), TGM2, microtubule-associated protein 1A/1B-light chain 3 (LC3), autophagy-related 5 homolog (ATG5), and Beclin 1 (BECN1) were quantified by real-time PCR. In HIV+ subjects, 25(OH)D3 plasma levels were negatively correlated with time since HIV diagnosis. In PBMC from HIV+ subjects, increases in gene expression of TNF-α and IFN-γ in comparison to controls were observed. The highest increase in TNF-α transcripts was observed in HIV+ subjects with deficient 25(OH)D3 levels. Autophagy-related genes LC3, ATG5, and BECN1 were down-regulated in HIV+ subjects. Moreover, TGM2 transcripts were up-regulated in PBMC from HIV+ subjects with 25(OH)D3 deficiency. Changes observed in PBMC from HIV+ subjects appeared to be dependent on vitamin D status. The present results suggest that vitamin D deficiency is associated with changes in the expression of markers of inflammation and autophagy, resulting in immune cell dysfunction.