Cytokines play a central role in the pathogenesis of many diseases, including HIV infection. However, the role of the cytokine network in early HIV infection is only now starting to be elucidated. A number of studies conducted in recent years have indicated that cytokines of the acute/early stages of HIV and SIV infection can impact viral set-point months later, and this is of critical importance since viral set-point during chronic HIV infection affects virus transmission and disease progression. This raises the question whether modulating the cytokine environment during acute/early HIV infection can be a target for novel approaches to develop a vaccine and therapeutics. In this review we focus on the kinetics and function of cytokines during acute HIV and SIV infection and how these may impact viral set-point. We also discuss unresolved questions that are essential for our understanding of the role of acute infection cytokines in HIV infection and that, if answered, may suggest novel therapeutic and vaccine strategies to control the worldwide HIV pandemic.