We investigated the relationship among habitual exercise, diet, and the presence of metabolic abnormalities (body fat redistribution, dyslipidemia, and insulin resistance) in a cross-sectional study of 120 human immunodeficiency virus (HIV)-infected subjects with use of bivariate and multivariate regression-analysis models. Total and aerobic exercise were significantly and negatively associated with fasting plasma triglyceride levels in the entire sample and in the fat redistribution group. Inverse associations between total or aerobic exercise and insulin resistance were suggestive but did not achieve statistical significance. Diastolic blood pressure was significantly and inversely associated with supplemental or total but not habitual dietary intake of vitamin E. In conclusion, exercise and vitamin E intake were independently and negatively associated with several phenotypic manifestations of HIV-associated metabolic syndrome, whereas other macro- or micronutrients did not have comparable significance.