After adjusting for age, sex, BMI, educational attainment, WHO-stage, active tuberculosis, MXD, and median time from ART initiation to measurement of CD4 count, CAA positivity showed no association with immunological failure (OR: 0.71, 95% CI: 0.32–1.59, p = 0.41), whereas increasing CD4 count at ART initiation was an independent risk factor for immunological failure (OR: 1.08, 95% CI: 1.03–1.13, p = 0.02). Here, CD4 is linked to tuberculosis.