Background: The barriers to HIV testing and counselling that migrants encounter can jeopardize proactive HIV testing that relies on the fact that HIV testing must be linked to care. We analyse available evidence on HIV testing and counselling strategies targeting migrants and ethnic minorities in high-income countries. Methods: Systematic literature review of the five main databases of articles in English from Europe, North America and Australia between 2005 and 2009. Results: Of 1034 abstracts, 37 articles were selected. Migrants, mainly from HIV-endemic countries, are at risk of HIV infection and its consequences. The HIV prevalence among migrants is higher than the general population’s, and migrants have higher frequency of delayed HIV diagnosis. For migrants from countries with low HIV prevalence and for ethnic minorities, socio-economic vulnerability puts them at risk of acquiring HIV. Migrants have specific legal and administrative impediments to accessing HIV testing—in some countries, undocumented migrants are not entitled to health care—as well as cultural and linguistic barriers, racism and xenophobia. Migrants and ethnic minorities fear stigma from their communities, yet community acceptance is key for well-being. Conclusions: Migrants and ethnic minorities should be offered HIV testing, but the barriers highlighted in this review may deter programs from achieving the final goal, which is linking migrants and ethnic minorities to HIV clinical care under the public health perspective.