Immune-based therapy (IBT) interventions have found a window of opportunity within some limitations of the otherwise successful combined antiretroviral therapy (cART). Two major paradigms drove immunotherapeutic research to combat human immunodeficiency virus (HIV) infection. First, IBTs were proposed either to help restore CD4+ T-cell counts in cases of therapeutic failures with cytokines, interleukin-2 (IL-2) or IL-7, or to better control HIV and disease progression during treatment interruptions with anti-HIV therapeutic candidate vaccines. The most widely used candidates were HIV-recombinant live vector-based alone or combined with other vaccine compounds and dendritic cell (DC) therapies. A more recent and current paradigm aims at achieving HIV cure by combining IBT with cART using either cytokines to reactivate virus production in latently infected cells and/or therapeutic immunization to boost HIV-specific immunity in a ‘shock and kill’ strategy. This review summarizes the rationale, hopes, and mechanisms of successes and failures of these cytokine-based and vaccine-based immune interventions. Results from these first series of IBTs have been so far somewhat disappointing in terms of clinical relevance, but have provided lessons that are discussed in light of the future combined strategies to be developed toward an HIV cure.