We assessed the value of screening for cognitive abnormalities in a chronically infected HIV population (N = 388) and investigated the association with clinical correlates. The mean age was 48 years (±11), the majority of the patients were male (89%), the median duration of infection was 6 years [interquartile range (IQR) = 2–12], the median CD count was 600 (IQR = 450–780), and 326 (84%) had a viral load below 200 copies/mL. Screening for cognitive complaints was applied using the three Simioni questions and the international HIV dementia scale (iHDS). Neuropsychological assessment (NPA) included 13 well-validated tests assessing motor speed, concentration, and memory. A total of 69 patients completed the NPA. CD4 (nadir), viral load, combination antiretroviral therapy (cART) duration, and the presence of comorbidities were evaluated for associations with NPA result. A total of 127 (33%) reported cognitive complaints during screening. The sensitivity and specificity of the Simioni questions were 82% and 24%, respectively. Adding the iHDS resulted in a sensitivity of 50% and a specificity of 73%. A CD4 nadir count <50 cells/m3 was associated with an abnormal NPA (p = 0.01). Comorbidities were more prevalent in patients with an abnormal NPA, although not statistically significant (p = 0.276). Age, current CD4, viral load, and cART duration were not associated with abnormal NPA. The authors conclude that current screening strategies are insufficient in detecting HIV-associated neurocognitive disorder. A low CD4 nadir is associated with poor neurocognitive outcome in HIV.