The incidence of lymphomas is increased in people living with HIV (PLWH). Aggressive B-cell non-Hodgkin lymphomas (NHLs) are the most common and are considered an AIDS-defining cancer (ADC). Although Hodgkin lymphoma (HL) is not considered an ADC, its incidence is also increased in PLWH. Among all HIV-related lymphomas (HRL), the prevalence of Epstein–Barr virus (EBV) is high. It has been shown that EBV is involved in different lymphomagenic mechanisms mediated by some of its proteins, contributing to the development of different lymphoma subtypes. Additionally, cooperation between both HIV and EBV can lead to the proliferation of aberrant B-cells, thereby being an additional lymphomagenic mechanism in EBV-associated HRL. Despite the close relationship between EBV and HRL, the impact of EBV on clinical aspects has not been extensively studied. These lymphomas are treated with the same therapeutic regimens as the general population in combination with cART. Nevertheless, new therapeutic strategies targeting EBV are promising for these lymphomas. In this article, the different types of HRL are extensively reviewed, focusing on the influence of EBV on the epidemiology, pathogenesis, clinical presentation, and pathological characteristics of each lymphoma subtype. Moreover, novel therapies targeting EBV and future strategies to treat HRL harboring EBV are discussed.