The central nervous system is a very challenging HIV-1 sanctuary. But, despite complete suppression of plasmatic viral replication with current antiretroviral therapy, signs of HIV-1 replication can still be found in the cerebrospinal fluid in some patients. The main limitation to achieving HIV-1 eradication from the brain is related to the suboptimal concentrations of antiretrovirals within this site, due to their low permeation across the blood-brain barrier. In recent years, a number of reliable nanotechnological strategies have been developed with the aim of enhancing antiretroviral drug penetration across the blood-brain barrier. The aim of this review is to provide an overview of the different nanoformulated antiretrovirals, used in both clinical and preclinical studies, that are designed to improve their delivery into the brain by active or passive permeation mechanisms through the barrier. Different nanotechnological approaches have proven successful for optimizing antiretrovirals delivery to the central nervous system, with a likely benefit for HIV-associated neurocognitive disorders and a more debated contribution to the complete eradication of the HIV-1 infection.