Purpose. To determine the effects of concurrent strength and endurance training (concurrent training) on the Health-Related Quality of Life (HRQOL) and cardiopulmonary status among HIV-infected patients, using a systematic search strategy of randomized, controlled trials (RCTs). Methods. A systematic review was performed by two independent reviewers using Cochrane Collaboration protocol. The sources used in this review were Cochrane Library, EMBASE, LILACS, MEDLINE, PEDro and Web of Science from 1950 to August 2012. The PEDro score was used to evaluate methodological quality. Result. Individual studies suggested that concurrent training contributed to improved HRQOL and cardiovascular status. Concurrent training appears to be safe and may be beneficial for medically stable adults living with HIV. The rates of nonadherence were of 16%. Conclusion. Concurrent training improves the HRQOL and cardiopulmonary status. It may be an important intervention in the care and treatment of adults living with HIV. Further research is needed to determine the minimal and optimal duration, frequency, and intensity of exercise needed to produce beneficial changes in the HIV-infected population subgroups.