Abstract Background Tuberculosis (TB) is the leading cause of death related to HIV worldwide. This study analyzes the survival of People Living with HIV (PLHIV) reporting cough without bacteriological confirmation of TB and identify factors associated with death. Methods Prospective cohort with a consecutive sample of PLHIV, aged ≥ 18 years. Patient inclusion criteria were complaint of current cough of any duration at the time of the first study interview or during their subsequent routine visits to health services and for whom AFB sputum smear was either negative or not performed during the whole follow-up period. Kaplan-Meier method was used to calculate the probability of survival. We estimated the Hazard Ratio (HR) in bivariate and multivariate Cox regression analyses. Results Mortality was 4.6 per 100 py; 73% were receiving HAART at recruitment. Average time from the first recorded date of cough until empirical treatment for tuberculosis was six months. Mortality was higher when the CD4 count was low (HR = 5.3; CI 95%: 3.2-9.0; p = 0.000), in those with anemia (HR = 3.0; CI 95%: 1.6-5.6; p = 0.001) and with abnormal chest X-rays (HR = 2.4; CI 95%: 1.4-4.0; p = 0.001). Mortality was higher in those receiving empirical TB treatment (HR = 2.4; CI 95%: 1.4-4.0; p = 0.002), but only in those with normal X-rays, no history of tuberculosis and no bacteriology requests. Empirical treatment for TB was more frequent in PLHIV with low CD4 counts, anemia, history of opportunistic infections, weight loss, previous tuberculosis, negative bacteriology test (as opposed to not having a test) and abnormal chest X-ray. Conclusions Higher mortality in PLHIV reporting a current cough without bacteriological confirmation of tuberculosis was identified for those with a CD4 cell count