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Objective: To inform guidelines concerning when to initiate combination antiretroviral therapy (ART), we investigated whether CD4 + T-cell counts (CD4 cell counts) continue to increase over long periods of time on ART. Losses-to-follow-up and some patients discontinuing ART at higher CD4 cell counts hamper such evaluation, but novel statistical methods can help address these issues. We estimated the long-term CD4 cell count trajectory accounting for losses-to-follow-up and treatment discontinuations. Design: The study population included 898 US patients first initiating ART in a randomized trial (AIDS Clinical Trials Group 384); 575 were subsequently prospectively followed in an observational study (AIDS Clinical Trials Group Longitudinal Linked Randomized Trials). Methods: Inverse probability of censoring weighting statistical methods were used to estimate the CD4 cell count trajectory accounting for losses-to-follow-up and ART discontinuations, overall and for pretreatment CD4 cell count categories (≤200, 201-350, 351-500, and >500 cells/μl). Results: Median CD4 cell count increased from 270 cells/μl pre-ART to an estimated 556 cells/μl at 3 and 532 cells/μl at 7 years after starting ART in analyses ignoring treatment discontinuations, and to 570 and 640 cells/μl, respectively, had all patients continued ART. However, even had ART been continued, an estimated 25, 9, 3, and 2% of patients with pretreatment CD4 cell counts of 200 or less, 201-350, 351-500, and more than 500 cells/μl would have had CD4 cell counts of 350 cells/μl or less after 7 years. Conclusion: If patients remain on ART, CD4 cell counts increase in most patients for at least 7 years. However, the substantial percentage of patients starting therapy at low CD4 cell counts who still had low CD4 cell counts after 7 years provides support for ART initiation at higher CD4 cell counts.