Introduction This study estimated the costs and incremental cost per case detected of screening strategies for high-grade cervical intraepithelial neoplasia (CIN2+) in women living with HIV (WLHIV) attending HIV clinics in Burkina Faso. Methods The direct healthcare provider costs of screening tests (visual inspection with acetic acid (VIA), VIA combined visual inspection with Lugol’s iodine (VIA/VILI), cytology and a rapid HPV DNA test ( care HPV)) and confirmatory tests (colposcopy, directed biopsy and systematic four-quadrant (4Q) biopsy) were collected alongside the HPV in Africa Research Partnership (HARP) study. A model was developed for a hypothetical cohort of 1000 WLHIV using data on CIN2+ prevalence and the sensitivity of the screening tests. Costs are reported in USD (2019). Results The study enrolled 554 WLHIV with median age 36 years (inter-quartile range, 31–41) and CIN2+ prevalence of 5.8%. The average cost per screening test ranged from USD3.2 for VIA to USD24.8 for cytology. Compared to VIA alone, the incremental cost per CIN2+ case detected was USD48 for VIA/VILI and USD814 for careHPV. Despite higher costs, careHPV was more sensitive for CIN2+ cases detected compared to VIA/VILI (97% and 56%, respectively). The cost of colposcopy was US$6.6 per person while directed biopsy was US$33.0 and 4Q biopsy was USD48.0. Conclusion: Depending on the willingness to pay for the detection of a case of cervical cancer, decision makers in Burkina Faso can consider a variety of cervical cancer screening strategies for WLHIV. While care HPV is more costly, it has the potential to be cost-effective depending on the willingness to pay threshold. Future research should explore the lifetime costs and benefits of cervical cancer screening to enable comparisons with interventions for other diseases. $