Approximately 1-2 million Americans are estimated to be infected with the human immunodeficiency virus (HIV). Peripheral neuropathic pain in ambulatory patients with HIV is prevalent and associated with significant psychological distress, social-vocational impairment and diminished quality of life. Alternatives to analgesics are needed for a variety of reasons including the fact that analgesics alone are not always successful in treating pain and many patients have fears regarding side effects, addiction, and tolerance. Pain Management Training (PMT), a manualized treatment developed by the authors, is designed to target HIV-related peripheral neuropathic pain and its related distressing symptoms. PMT employs a cognitive-behavioral approach to pain and suffering, with the primary goal of increasing the patient’s sense of control and self-efficacy over the pain experience. This purpose of this paper is to describe, in detail, the structure of PMT utilizing patient examples to illustrate the approach.