Tuberculosis (TB) and HIV coinfection is the leading cause of mortality among TB patients and people living with HIV/AIDS (PLWHAs). There is still a need to look for cognitive and behavioral determinants of TB among PLWHAs. This study aims at identifying risk factors of TB infection among PLWHAs in Burkina Faso. A cross-sectional study design and consecutive recruitment method were employed. Adult patients attending TB hospitals or HIV clinics were recruited in two main regions (Hauts-Bassins and Centre) of Burkina Faso from August to October 2010. Stepwise logistic regression models were used for statistical analysis. In total, 734 PLWHAs, including 181 (24.7%) coinfected with TB, participated in this study. Of the latter, 53.4% were from the Hauts-Bassins region and 46.6% from the Centre region. Adjusted TB risk factors among PLWHAs were urban setting, TB history, higher number of persons living in the household, and poor geographic access to care. Moreover adjusted TB risk factors among PLWHAs consisted of CD4 cell counts below 200/μl, a history of sexually transmissible infections, and a past or present history of pulmonary asthma. In addition, lack of education and arterial hypertension were additional risk factors in the Hauts-Bassins region; for PLWHAs in the Centre region, male gender, jobs not in the private and public sector, and past or present history of cardiovascular disease were additional risk factors for TB. Common and different risk factors for TB were identified for PLWHAs in the Hauts-Bassins and Centre regions. This information will be incorporated into the HIV/TB control programs in the future.