We investigated the diagnostic value of bone marrow (BM) sampling in investigation of HIV-infected patients presenting to a major London HIV treatment centre between 1999 and 2004. One hundred and fourteen consecutive patients underwent 130 BM samplings. The majority of BM aspirates were normal or showed non-diagnostic changes; microscopy revealed lymphoma in one and mycobacterial infection in two. Subsequent culture identified mycobacterial infection in nine samples. BM trephine had a diagnostic yield of 26% in patients with fever and cytopaenia (including mycobacteriosis in 14%, lymphoma in 6%, Castleman disease in 3% and 'drug effect' in 3%), a yield of 20% in patients with fever, but no cytopaenia (mycobacteriosis in each case), and a yield of 19% in patients with cytopaenia in the absence of fever (lymphoma in 5% and 'drug effect' in 14%). In investigation/staging of lymphoma, the diagnostic yield was 36%. The overall yield from BM sampling was 30% in patients receiving highly active antiretroviral therapy (HAART) and 23% in those not receiving HAART. In this study, BM sampling was of most diagnostic value in HIV-infected patients where fever and cytopaenia coexisted in the absence of localizing signs of infection, and in the staging/investigation of lymphoma. BM sampling had less diagnostic value in the investigation of fever without cytopaenia or cytopaenia without fever.