Recent literature reports thrombotic episodes occurring in patients with HIV infection associated with other abnormalities including neoplasms and infections predisposing to a hypercoagulable state. We report a 47-year-old woman who developed pulmonary thromboembolism in association with HIV infection, pulmonary tuberculosis and breast cancer. She was treated with rifampin, isoniazid, pyrazinamide; heparin, phenprocoumon, zidovudine, lamivudine and efavirenz. Acid fast bacilli were visualized in a sputum smear and three months after, Mycobacterium tuberculosis was isolated from lymph node biopsy during a episode of immune reconstitution. The isolated mycobacteria showed sensitivity to all first-line drugs. HIV infection, breast cancer and pulmonary tuberculosis have several mechanisms that induce hypercoagulable state and can lead to thromboembolic complications. Pulmonary thromboembolism in this patient was a diagnostic challenge because of all the other severe diseases that she experienced at the same time.