A retrospective cohort study of 1278 patients with HIV and sepsis admitted to the Eighth Affiliated Hospital of Guangzhou Medical University investigated the prognostic value of the combination of TyG index (surrogate for insulin resistance) and CD4+ T cell count for 28-day all-cause mortality. Patients were divided into four risk groups according to these markers, with 847 having CD4 <50 cells/μl. Kaplan-Meier analysis showed progressively higher 7-day and 28-day mortality in groups with low CD4+ count and high TyG index. Multivariate Cox regression, adjusted for covariates, confirmed an increased risk of 28-day mortality in patients with low CD4 and high TyG versus the high CD4 and low TyG group; similar trends were true for 7-day and in-hospital mortality. The Boruta algorithm identified the TyG-CD4 combination as an important independent predictor of death. In a subgroup of 155 patients, a substudy showed different levels of 13 inflammatory cytokines, with a specific inflammatory response in the risk groups. Combined TyG-CD4 assessment enables early identification of high-risk patients.