Haemophagocytic lymphohistiocytosis (HLH) in Human Immunodeficiency Virus (HIV) infected individuals can either be due to the disease itself or due to associated infections/malignancies. The treatment for HLH requires immunosuppressive therapy but administering immunosuppressive therapy to an already immunosuppressed patient (HIV infection) is complex. We present two such cases of HLH in patients infected with HIV. In the first case, no alternate cause for HLH was found even after extensive investigations and it was attributed to the uncontrolled HIV replication. Patient was started on dexamethasone for the same but succumbed to hospital acquired pneumonia. The second patient was diagnosed with Hodgkin's lymphoma but he succumbed to his illness before initiating immunosuppressive therapy for HLH. We report these cases to highlight the dilemma and a need for further research in this direction.