HIV-associated sensory neuropathy (HIV-SN) is a disabling complication of HIV disease and antiretroviral therapies (ART). Since stavudine was removed from recommended treatment schedules, the prevalence of HIV-SN has declined and associated risk factors have changed. With stavudine, rs1799964C (TNF-1031) associated with HIV-SN in Caucasians and Indonesians but not in South Africans. Here, we investigate associations between HIV-SN and rs1799964C and 12 other polymorphisms spanning TNF and seven neighboring genes (the TNF-block) in Indonesians (n = 202; 34/168 cases) and South Africans (n = 75; 29/75 cases) treated without stavudine. Haplotypes were derived using fastPHASE and haplotype networks built with PopART. There were no associations with rs1799964C in either population. However, rs9281523C in intron 10 of BAT1 (alternatively DDX39B) independently associated with HIV-SN in Indonesians after correcting for lower CD4 T-cell counts and >500 copies of HIV RNA/mL (model p = 0.0011, Pseudo R(2) = 0.09). rs4947324*T (between NFKBIL1 and LTA) independently associated with reduced risk of HIV-SN and African haplotype 1 (containing no minor alleles) associated with increased risk of HIV-SN after correcting for greater body weight, a history of tuberculosis and nadir CD4 T-cell counts (model: p = 0.0003, Pseudo R(2) = 0.23). These results confirm TNF-block genotypes influence susceptibility of HIV-SN. However, critical genotypes differ between ethnicities and with stavudine use.