Despite the use of safer antiretroviral medications, the rate of HIV-associated sensory neuropathy (HIV-SN), the most common neurological complication of HIV, remains high. This condition is often painful and has a negative effect on quality of life. Up to 90% of those with HIV-SN experience pain for which there is no effective analgesic treatment. Genetic factors are implicated, but there is a lack of a comprehensive body of research for African populations. This knowledge gap is even more pertinent as Africans are most affected by HIV. However, recent studies performed in Southern African populations have identified genes displaying potential as genetic markers for HIV-SN and HIV-SN-associated pain in Africans. Here, we review the published studies to describe current knowledge of genetic risk factors for this disease in Africa.