Summary Human leucocyte antigen (HLA) alleles influence the rate of CD4 decline among HIV‐infected individuals. We investigated the association between HLA B35 and HLA B51 and the rate of CD4 decline and/or opportunistic infections, among 294 HIV‐positive individuals from Manitoba, Canada. All individuals presenting with a CD4 count >200 cells μL −1 , who had at least two CD4 counts, and no evidence of co‐infection were included. Individuals bearing HLA B35 or HLA B51 were compared to controls. A multivariate model demonstrated that HLA B35 allele was associated with a hazard ratio of 2.05 (95% CI 1.31–3.18) for reaching AIDS and HLA B51 allele with HR of 2.03 (95% CI 1.18–3.49) for reaching the same end‐point. High prevalence of HLA B35 was seen in the patient population receiving care in Manitoba. Our observations confirm the association of HLA B35 with rapid disease progression. We report, for the first time, faster CD4 decline among individuals with HLA B51 allele.