The diagnostic usefulness of 69 bone marrow examinations (BMEs) performed for evaluating unexplained fever in 65 persons who were infected with human immunodeficiency virus was retrospectively compared with the usefulness of other diagnostic modalities used to investigate the cause of fever. An etiology for the fever was identified by BME in 22 of the 69 cases (diagnostic yield, 32%). In 19 of these 22 cases, the same diagnosis had been made by another diagnostic modality, but the diagnosis was made by BME as rapidly or sooner in 10 of the 19 cases and was made exclusively by BME in the three other cases. We suggest that BME is indicated when a diagnosis is urgently sought or when an evaluation with other diagnostic modalities has been unsuccessful.