Noncommunicable diseases (NCDs) account for a growing burden of morbidity and mortality among people living with HIV in low- and middle-income countries (LMICs). HIV infection and antiretroviral therapy interact with NCD risk factors in complex ways, and research into this "web of causation" has so far been largely based on data from high-income countries. However, improving the understanding, treatment, and prevention of NCDs in LMICs requires region-specific evidence. Priority research areas include: (1) defining the burden of NCDs among people living with HIV, (2) understanding the impact of modifiable risk factors, (3) evaluating effective and efficient care strategies at individual and health systems levels, and (4) evaluating cost-effective prevention strategies. Meeting these needs will require observational data, both to inform the design of randomized trials and to replace trials that would be unethical or infeasible. Focusing on Sub-Saharan Africa, we discuss data resources currently available to inform this effort and consider key limitations and methodological challenges. Existing data resources often lack population-based samples; HIV-negative, HIV-positive, and antiretroviral therapy-naive comparison groups; and measurements of key NCD risk factors and outcomes. Other challenges include loss to follow-up, competing risk of death, incomplete outcome ascertainment and measurement of factors affecting clinical decision making, and the need to control for (time-dependent) confounding. We review these challenges and discuss strategies for overcoming them through augmented data collection and appropriate analysis. We conclude with recommendations to improve the quality of data and analyses available to inform the response to HIV and NCD comorbidity in LMICs.