Multiple major histocompatibility complex (MHC) loci encoding human leukocyte antigens (HLA) have allelic variants unequivocally associated with differential immune control of HIV-1 infection. Fine mapping based on single nucleotide polymorphisms (SNPs) in the extended MHC (xMHC) region is expected to reveal causal or novel factors and to justify a search for functional mechanisms. We have tested the utility of a custom fine-mapping platform (the ImmunoChip) for 172 HIV-1 seroconverters (SCs) and 449 seroprevalent individuals (SPs) from Lusaka, Zambia, with a focus on more than 6400 informative xMHC SNPs. When conditioned on HLA and nongenetic factors previously associated with HIV-1 viral load (VL) in the study cohort, penalized approaches (HyperLasso models) identified an intergenic SNP (rs3094626 between RPP21 and HLA-E) and an intronic SNP (rs3134931 in NOTCH4) as novel correlates of early set-point VL in SCs. The minor allele of rs2857114 (downstream from HLA-DOB) was an unfavorable factor in SPs. Joint models based on demographic features, HLA alleles and the newly identified SNP variants could explain 29% and 15% of VL variance in SCs and SPs, respectively. These findings and bioinformatics strongly suggest that both classic and nonclassic MHC genes deserve further investigation, especially in Africans with relatively short haplotype blocks.