Africa accounts for the majority of global human immunodeficiency virus (HIV) infections, most of which affect women through heterosexual intercourse. Currently, there is no cure for HIV and the development of vaccines and microbicides remains the best solution to eradicate the pandemic. We and others have identified HIV highly-exposed seronegative (HESN) individuals among African female commercial sex workers (CSWs). Analyses of genital samples from HESNs have demonstrated potent innate and anti-inflammatory conditions, HIV-specific CD4+ and CD8+ T-cells as well as immunoglobulins (Igs), and increased regulatory cell populations, all of which support a delicate balance between strength and control against HIV intrusion. Moreover, we have recently shown that frequencies of innate marginal zone (MZ) B-cells are decreased in the blood of HESNs when compared to HIV-uninfected non-CSW women, suggesting their recruitment to peripheral sites. This coincides with the fact that levels of B lymphocyte stimulator (BLyS/BAFF), known to shape the MZ pool and whose overexpression leads to MZ deregulation in HIV-infected progressors, are significantly lower in the blood of HESNs when compared to both HIV-infected CSWs and HIV-uninfected non-CSW women. Interestingly, MZ B-cells can bind HIV gp120 and produce specific IgG and IgA, and have a propensity for B regulatory potential, which could help both the fight against HIV and maintenance of low inflammatory conditions in HESNs. HESN individuals provide an exceptional opportunity to identify important clues for the development of protective devices, and efforts should aim at soliciting immune responses observed in the context of their natural immunity to HIV.