The quality of life of people living with HIV (PLWH) has remarkably increased thanks to the introduction of combined antiretroviral therapy. Still, PLWH are exposed to an increased risk of cardiovascular diseases, diabetes, chronic kidney disease, and liver disease. Hence, the purpose of this review is to summarize the current knowledge about diagnosis and nutritional management with specific indication of macro and micronutrients intake for the main comorbidities of PLWH. In fact, a prompt diagnosis and management of lifestyle behaviors are fundamental steps to reach the “fourth 90”. To achieve an early diagnosis of these comorbidities, clinicians have at their disposal algorithms such as the Framingham Score to assess cardiovascular risk; transient elastography and liver biopsy to detect NAFLD and NASH; and markers such as the oral glucose tolerance test and GFR to identify glucose impairment and renal failure, respectively. Furthermore, maintenance of ideal body weight is the goal for reducing cardiovascular risk and to improve diabetes, steatosis and fibrosis; while Mediterranean and low-carbohydrate diets are the dietetic approaches proposed for cardioprotective effects and for glycemic control, respectively. Conversely, diet management of chronic kidney disease requires different nutritional assessment, especially regarding protein intake, according to disease stage and eventually concomitant diabetes.