The important thing about nutrition for people with HIV is that they need to eat enough calories to prevent breakdown of lean body mass. These calories have to be nutrient-dense – not from foods that are full of empty calories. Empty calories include refined/processed foods like white bread, cookies, pastries, alcohol, and anything with a lot of sugar. In addition, high-fat foods are also going to pack a lot of calories with very few nutrients. Fat also compromises the immune system, which obviously should be avoided much as possible.
Eating a variety of legumes, whole grains, fruits and vegetables will provide all the nutrients you need (macronutrients, micronutrients, and phytochemicals, i.e., the ever important anti-oxidants) while allowing for a boost in immunity. A plant-based diet is also optimal for recovery from exercise so you can get maximum results from your regimen. Again, be cautious with too much fat in the diet, even healthy oils like olive oil can compromise your immunity. Choose immune-boosting fats like omega-3s found in flax seeds and walnuts (again, don't go overboard).
Remember, unwanted weight loss means you need to eat more of the good things. A multi-vitamin might be a good safety net as well.ref
–Physicians Committee for Responsible Medicine