Failures of episodic retrospective memory (RetM) are among the most frequently reported cognitive complaints endorsed by individuals living with HIV infection. The present study sought to examine the nature, frequency, and determinants of self-reported complaints of prospective memory (ProM) in HIV, which is a singly dissociable and ecologically relevant aspect of episodic memory involving the execution of future intentions. Seventy-five HIV seropositive individuals and 60 seronegative volunteers were administered the Prospective and Retrospective Memory Questionnaire (PMRQ) as part of extensive neuropsychological, psychiatric, and medical research assessments. The HIV sample endorsed more frequent ProM complaints in daily life than the seronegative group, particularly on items requiring self-initiated cue detection and retrieval. Within both study groups, ProM complaints were significantly more frequent than RetM complaints. Although the HIV sample was impaired relative to the seronegative group on an objective, performance-based ProM test, self-reported ProM complaints did not correspond to actual ProM abilities. However, greater frequency of self-reported ProM complaints was moderately associated with increased fatigue, as well as with symptoms of anxiety and depression. Consistent with prior research on RetM in HIV, results indicate that affective distress contributes to a metamemory deficit for HIV-associated ProM impairment, which highlights the potential importance of assessing both self-reported and performance-based ProM in clinical and research neuroAIDS evaluations.