Anemia is one of the most important complications of HIV infection. In China, the prevalence, risk factors, and association between anemia and prognosis in HIV-infected patients are poorly elucidated. We analyzed data from 3452 HIV-infected patients not yet on combined antiretroviral therapy (cART) attending Beijing Ditan Hospital from June, 2003 to December, 2015. The overall prevalence of anemia was 9.8% (7.6% mild, 1.9% moderate, and 0.2% severe anemia). Female sex (odds ratio [OR] = 3.71, 95% confidence interval [CI]: 1.46-6.51, p = 0.003), age 40-59 years (OR = 2.54, 95% CI: 1.59-4.05, p < 0.001), body mass index < 18.5 kg/m2 (OR = 2.23, 95% CI: 1.31-3.79, p = 0.003), baseline HIV RNA CI: 1.32-5.99, p = 0.007) were risk factors for anemia. Age 40-59 years (adjusted hazard ratio [AHR] = 5.76, 95% CI: 1.62-20.55, p = 0.007), and anemia ‒ mild (AHR = 7.46, 95% CI: 1.48-37.50, p = 0.015), moderate (AHR = 9.89, CI: 1.35-72.38, p = 0.024), and severe (AHR = 28.29, 95% CI: 2.75-290.54, p = 0.005) anemia ‒ were associated with an increased hazard of death. In this cohort, mild anemia was most common. Anemia was associated with female sex, older age, lower body mass index, lower baseline CD4 count, and higher viral load. Moreover, anemia was associated with an increased risk of death. These findings should promote awareness among physicians to make a timely diagnosis of HIV and to help physicians prioritize prevention and intervention strategies for anemia in HIV-infected patients.