For the International AIDS Society Working Group on Cost-Effectiveness: Towards an HIV Cure Initiative.The research agenda towards an HIV cure is building rapidly. In this article, we discuss the reasons for and methodological approach to using mathematical modelling and cost-effectiveness analysis in this agenda. We provide a brief description of the proof of concept for cure and the current directions of cure research. We then review the types of clinical economic evaluations, including cost analysis, cost-benefit analysis and cost-effectiveness analysis. We describe the use of mathematical modelling and cost-effectiveness analysis early in the HIV epidemic as well as in the era of combination antiretroviral therapy. We then highlight the novel methodology of Value of Information (VOI) analysis and its potential role in the planning of clinical trials. We close with recommendations for modelling and cost-effectiveness analysis in the HIV cure agenda.