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Following transmission of human immunodeficiency virus (HIV) into a new host, cells of the monocyte/macrophage lineage play a central role in host invasion and viral replication. In particular, macrophages survive infection and support long-standing viral replication, contributing to viral persistence within the host and representing a viral reservoir in vivo. On the other hand, HIV Nef protein is a small though versatile molecule that plays an unquestioned key role in viral pathogenesis. In macrophages, Nef is able to modulate cell surface receptor expression, to intersect intracellular signaling pathways and to augment the release of pro-inflammatory and chemotactic molecules. In addition, Nef can alter macrophage phagocytic capacity, autophagy machinery and metabolism. Altogether, these Nef activities support viral replication and persistence in this cell type while at the same time favor viral dissemination. Here, we will review the newest findings describing how monocytes/macrophages natural pathways are altered by Nef protein, highlighting how viral and host biology are perturbed in consequence.