In sub-Sahara Africa, micronutrient deficiency, especially of antioxidant micronutrients including vitamins A, C, and E, beta-carotene, selenium, zinc, and polyphenols is very common in HIV-positive patients. Amongst adults, women are the most vulnerable. Antioxidants are known to play a vital role in the immune system, reducing oxidative stress. Oxidative stress is induced by excess production of reactive oxygen species (ROS), due to the HIV infection. Such damage may be prevented or moderated through adequate oral intake of antioxidants, scavenging ROS, as well as protecting cells and tissues against oxidative stress. Antioxidants can be provided to the body through locally available antioxidant rich-diets such as fruit-and-vegetable-based diets and/or dietary supplements. Provision of antioxidants through local diets or dietary supplements exercise beneficial effects on biological markers of the immune system (CD4 and viral load). However, while dietary supplements represent a costly and short-term strategy to limiting antioxidant deficiency, local diets, combined with adequate nutritional education, can provide a low-cost and long-term strategy to reduce oxidative stress, prevent micronutrient deficiency, and slow down HIV disease progression. The former can be applicable in countries around the West, Central, and South coast of Africa, which are rich in natural food resources. In contrast with significant evidence that dietary supplements confer benefits in HIV patients, fewer data are available relating to the benefits of local diets. Thus the need to do more research in this area arises. This review compares available data on effects of antioxidants on CD4 and viral load in HIV-positive women noneligible for antiretroviral therapy. Intake of antioxidants though dietary supplements and local diet, associated with nutritional education, is compared. Studies conducted in sub-Sahara Africa are considered.