The feasibility and acceptability of cognitive behavior therapy for HIV-related peripheral neuropathic pain was examined and the potential efficacy of the intervention was compared with that of supportive psychotherapy in reducing pain, pain-related interference with functioning, and distress. Sixty-one patients were randomly assigned to receive six weekly sessions of cognitive behavior therapy or supportive psychotherapy. Thirty-three subjects completed the protocol. Both groups showed significant reductions in pain. The cognitive behavior group improved in most domains of pain-related functional interference and distress; the supportive psychotherapy group showed fewer gains. The high dropout rate suggests that psychotherapeutic treatments for HIV-related pain may have limited feasibility and acceptability.