Data on human papillomavirus (HPV) type-specific cervical cancer risk in women living with human immunodeficiency virus (WLHIV) are needed to understand HPV–HIV interaction and to inform prevention programs for this population. We assessed high-risk HPV type-specific prevalence in cervical samples from 463 WLHIV from South Africa with different underlying, histologically confirmed stages of cervical disease. Secondly, we investigated DNA hypermethylation of host cell genes ASCL1, LHX8, and ST6GALNAC5, as markers of advanced cervical disease, in relation to type-specific HPV infection. Overall, HPV prevalence was 56% and positivity increased with severity of cervical disease: from 28.0% in cervical intraepithelial neoplasia (CIN) grade 1 or less (≤CIN1) to 100% in invasive cervical cancer (ICC). HPV16 was the most prevalent type, accounting for 9.9% of HPV-positive ≤CIN1, 14.3% of CIN2, 31.7% of CIN3, and 45.5% of ICC. HPV16 was significantly more associated with ICC and CIN3 than with ≤CIN1 (adjusted for age, OR MH 7.36 (95% CI 2.33–23.21) and 4.37 (95% CI 1.81–10.58), respectively), as opposed to non-16 high-risk HPV types. Methylation levels of ASCL1, LHX8, and ST6GALNAC5 in cervical scrapes of women with CIN3 or worse (CIN3+) associated with HPV16 were significantly higher compared with methylation levels in cervical scrapes of women with CIN3+ associated with non-16 high-risk HPV types ( p-values 0.017, 0.019, and 0.026, respectively). When CIN3 and ICC were analysed separately, the same trend was observed, but the differences were not significant. Our results confirm the key role that HPV16 plays in uterine cervix carcinogenesis, and suggest that the evaluation of host cell gene methylation levels may monitor the progression of cervical neoplasms also in WLHIV.