Understanding the demographic and socioeconomic patterns of the prevalence and incidence of HIV/AIDS in Sub-Saharan Africa is crucial for developing programs and policies to combat HIV/AIDS. This paper looks critically at the methods and analytical challenges to study the links between socioeconomic and demographic status and HIV/AIDS. Some of the misconceptions about the HIV/AIDS epidemic are discussed and unusual empirical evidence from the existing body of work is presented. Several important messages emerge from the results. First, the study of the link between socioeconomic status and HIV faces a range of challenges related to definitions, samples, and empirical methods. Second, given the large gaps in evidence and the changing nature of the epidemic, there is a need to continue to improve the evidence base on the link between demographic and socioeconomic status and the prevalence and incidence of HIV/AIDS. Finally, it is difficult to generalize results across countries. As the results presented here and in other studies based on Demographic and Health Survey datasets show, few consistent and significant patterns of prevalence by socioeconomic and demographic status are evident.