Background: Human papillomavirus (HPV) is responsible for most cervical cancer cases globally, with women living with HIV at higher risk of persistent HPV infection and HPV-associated disease. The HPV vaccine is a promising solution to reducing cervical cancer rates, but its uptake among women living with HIV in Nigeria is unknown. Methods: A facility-based, cross-sectional survey was conducted with 1,371 women living with HIV to assess their knowledge of HPV, cervical cancer, and the HPV vaccine, as well as their willingness to pay for the vaccine at the HIV treatment clinic, Nigerian Institute of Medical Research, Lagos. Willingness to pay for the HPV vaccine was also assessed. Multivariable logistic regression models were developed to identify factors associated with willingness to pay for the HPV vaccine. Results: The study found that 79.1% of participants had not heard of the vaccine, and only 29.0% knew of its efficacy in preventing cervical cancer. Moreover, 68.3% of participants were unwilling to pay for the vaccine, and the average amount they were willing to pay was low. Knowledge of HPV, the HPV vaccine, cervical cancer, and income were factors associated with willingness to pay for the vaccine. Health workers were the primary source of information. Conclusion: The study found that 79.1% of participants had not heard of the vaccine, and only 29.0% knew of its efficacy in preventing cervical cancer. Moreover, 68.3% of participants were unwilling to pay for the vaccine, and the average amount they were willing to pay was low. Knowledge of HPV, the HPV vaccine, cervical cancer, and income were factors associated with willingness to pay for the vaccine. Health workers were the primary source of information.