BACKGROUND: Concomitant treatment of Human Immunodeficiency Virus (HIV) infection and tuberculosis (TB) presents a series of challenges for treatment compliance for both providers and patients. We carried out this study to identify risk factors for default from TB treatment in people living with HIV. METHODS: We conducted a cohort study to monitor HIV/TB co-infected subjects in Pernambuco, Brazil, on a monthly basis, until completion or default of treatment for TB. Logistic regression was used to calculate crude and adjusted odds ratios, 95% confidence intervals and P-values. RESULTS: From a cohort of 2310 HIV subjects, 390 individuals (16.9%) who had started treatment after a diagnosis of TB were selected, and data on 273 individuals who completed or defaulted on treatment for TB were analyzed. The default rate was 21.7% and the following risk factors were identified: male gender, smoking and CD4 T-cell count less than 200 cells/mm3. Age over 29 years, complete or incomplete secondary or university education and the use of highly active antiretroviral therapy (HAART) were identified as protective factors for the outcome. CONCLUSION: The results point to the need for more specific actions, aiming to reduce the default from TB treatment in males, younger adults with low education, smokers and people with CD4 T-cell counts < 200 cells/mm3. Default was less likely to occur in patients under HAART, reinforcing the strategy of early initiation of HAART in individuals with TB.