HIV-associated sensory neuropathy (HIV-SN) is a frequent complication of HIV infection and a major source of morbidity. A cross-sectional deep profiling study examining HIV-SN was conducted in people living with HIV in a high resource setting using a battery of measures which included the following: parameters of pain and sensory symptoms (7 day pain diary, Neuropathic Pain Symptom Inventory [NPSI] and Brief Pain Inventory [BPI]), sensory innervation (structured neurological examination, quantitative sensory testing [QST] and intraepidermal nerve fibre density [IENFD]), psychological state (Pain Anxiety Symptoms Scale-20 [PASS-20], Depression Anxiety and Positive Outlook Scale [DAPOS], and Pain Catastrophizing Scale [PCS], insomnia (Insomnia Severity Index [ISI]), and quality of life (Short Form (36) Health Survey [SF-36]). The diagnostic utility of the Brief Peripheral Neuropathy Screen (BPNS), Utah Early Neuropathy Scale (UENS), and Toronto Clinical Scoring System (TCSS) were evaluated. Thirty-six healthy volunteers and 66 HIV infected participants were recruited. A novel triumvirate case definition for HIV-SN was used that required 2 out of 3 of the following: 2 or more abnormal QST findings, reduced IENFD, and signs of a peripheral neuropathy on a structured neurological examination. Of those with HIV, 42% fulfilled the case definition for HIV-SN (n = 28), of whom 75% (n = 21) reported pain. The most frequent QST abnormalities in HIV-SN were loss of function in mechanical and vibration detection. Structured clinical examination was superior to QST or IENFD in HIV-SN diagnosis. HIV-SN participants had higher plasma triglyceride, concentrations depression, anxiety and catastrophizing scores, and prevalence of insomnia than HIV participants without HIV-SN.