Background: Visceral leishmaniasis (VL), or kala-azar, is a common comorbidity in patients with AIDS in endemic areas. Many patients continue to experiences relapses of VL despite virological control, but with immunological failure. These patients remain chronically symptomatic with hypersplenism, for example with anemia, leukopenia, and thrombocytopenia, and are at risk of severe co-infection due to low CD4+ count. Therefore, in this study, splenectomized patients with VL and HIV infection were investigated to understand why the CD4+ count fails to recover in these patients, evaluating the importance of spleen mass for hypersplenism and immunological failure. Methods: From a retrospective open cohort of 13 patients who had previously undergone splenectomy as salvage therapy for relapsing VL, 11 patients with HIV infection were investigated. This study compared the patients’ complete blood cell count (CBC) and CD4+ and CD8+ cell counts before and after splenectomy with respect to spleen weight. Results: CBC was substantially improved after splenectomy, indicating hypersplenism. However, to the best of our knowledge, this is the first study to show that spleen mass is strongly and negatively correlated with CD4+ cell count (ρ = −0.71, P = 0.015). Conclusions: This finding was unexpected, as the spleen is the most extensive lymphoid tissue and T-lymphocyte source. After reviewing the literature and reasoning, we hypothesized that the immunological failure was secondary to CD4+ loss initially by apoptosis in the spleen induced by productive HIV infection and, subsequently, by pyroptosis sustained by parasitic infection in spleen macrophages.