HIV-associated neurocognitive impairments that impact daily function persist in the era of effective antiretroviral therapy. Cognitive training, a promising low-cost intervention, has been shown to improve neurocognitive functioning in some clinical populations. We tested the feasibility, acceptability, and preliminary effects of computerized cognitive training to improve working memory in persons living with HIV infection (PLWH) and working memory impairment. In this randomized clinical trial, we assigned 21 adult PLWH to either an experimental cognitive training intervention or an attention-matched control training intervention. Participants completed 12 training sessions across 10 weeks with assessments at baseline and post-training. Session attendance was excellent and participants rated the program positively. Participants in the experimental arm demonstrated improved working memory function over time; participants in the control arm showed no change. Our results suggest that cognitive training may be a promising intervention for working memory impairment in PLWH and should be evaluated further.