The Nef protein is a major determinant of pathogenicity caused by the Human Immunodeficiency virus (HIV) and is encoded by the nef gene within the genomes of primate lentiviruses HIV-1, HIV-2 and simian immunodeficiency virus (SIV). The HIV Nef protein subverts the intracellular membrane traffic to mediate endocytosis of a number of cell surface receptors to accelerate their degradation. In this review we will examine how the multifunctional Nef protein can mediate downregulation of the Major Histocompatibility Complex (MHC) I proteins from the surface of infected cells as a means of immune evasion by HIV. By selectively downregulating MHC-I HLA-A and HLA-B haplotypes, while maintaining the expression of HLA-C, HLA-E and HLA-G the HIV virus is able to avoid recognition by both the NK and cytotoxic CD8+ T cell effector responses. This protects the virus from cell lysis and enables it to hide from the cell-mediated immune system.