We aimed to analyze markers of immune activation, inflammation, and oxidative stress in 92 asymptomatic HIV-infected patients according to the adequate (AR, >500 cells/mm3) or inadequate (IR, <500 cells/mm3) CD4+ T recovery and the presence or absence of antiretroviral treatment (cART). In relation to those newly diagnosed, they were divided into two groups, cART-naïve IR (nIR) and cART-naïve AR (nAR). Among those diagnosed more than five years ago, the following division was made: the cART-naïve long-term nonprogressors (LTNP); patient under cART and AR (tAR); and patients under cART and IR (tIR). We investigated the expression of soluble receptor for advanced glycation end products (sRAGE), high-mobility group-box protein -1 (HMGB1), soluble CD14 (sCD14), IL-8, IL-10, 8-isoprostane, vitamins, and DNA damage. We observed higher levels of sRAGE in tAR as compared to nIR, nAR, LTNP, and more sCD14 than in nIR and nAR. As for IL-10 levels, we found nIR > nAR > LTNP > tAR > tIR. Higher levels of 8-isoprostane were observed in nIR. LTNP presented a higher retinol dosage than tAR and less genotoxic damage induced by oxidative stress than the other groups. We suggest that the therapy, despite being related to lesser immune activation and inflammation, alters the vitamin profile and consequently increases the oxidative stress of patients. In addition, the lowest genotoxic index for LTNP indicates that both VL and cART could be responsible for the increased DNA damage. More studies are needed to understand the influence of cART on persistent immune activation and inflammation.