We examined the association between a history of smallpox vaccination and immune activation (IA) in a population of antiretroviral therapy-naïve people living with HIV (PLHIV). A cross-sectional study was conducted in Senegal from July 2015 to March 2017. Smallpox vaccination was ascertained by the presence of smallpox vaccine scar and IA by the plasma level of β-2-microglobulin (β2m). The association was analysed using logistic regression and linear regression models. The study population comprised 101 PLHIV born before 1980 with a median age of 47 years (interquartile range (IQR) = 42–55); 57·4% were women. Smallpox vaccine scar was present in 65·3% and the median β2m level was 2·59 mg/l (IQR = 2·06–3·86). After adjustment, the presence of smallpox vaccine scar was not associated with a β2m level ⩾2·59 mg/l (adjusted odds ratio 0·94; 95% confidence interval 0·32–2·77). This result was confirmed by the linear regression model. Our study does not find any association between the presence of smallpox vaccine scar and the β2m level and does not support any association between a previous smallpox vaccination and HIV disease progression. In this study, IA is not a significant determinant of the reported non-targeted effect of smallpox vaccination in PLHIV.