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HIV-associated sensory neuropathy (HIV-SN) is a disabling complication of HIV disease and antiretroviral therapies (ART). Since stavudine was removed from recommended treatment schedules, the prevalence of HIV-SN has declined and associated risk factors have changed. With stavudine, rs1799964*C (TNF-1031) associated with HIV-SN in Caucasians and Indonesians but not in South Africans. Here, we investigate associations between HIV-SN and rs1799964*C and 12 other polymorphisms spanning <i>TNF</i> and seven neighboring genes (the <i>TNF</i>-block) in Indonesians (<i>n</i> = 202; 34/168 cases) and South Africans (<i>n</i> = 75; 29/75 cases) treated without stavudine. Haplotypes were derived using fastPHASE and haplotype networks built with PopART. There were no associations with rs1799964*C in either population. However, rs9281523*C in intron 10 of <i>BAT1</i> (alternatively <i>DDX39B</i>) independently associated with HIV-SN in Indonesians after correcting for lower CD4 T-cell counts and &gt;500 copies of HIV RNA/mL (model <i>p</i> = 0.0011, Pseudo <i>R</i>² = 0.09). rs4947324*T (between <i>NFKBIL1</i> and <i>LTA</i>) independently associated with reduced risk of HIV-SN and shared haplotype 1 (containing no minor alleles) associated with increased risk of HIV-SN after correcting for greater body weight, a history of tuberculosis and nadir CD4 T-cell counts (model: <i>p</i> = 0.0003, Pseudo <i>R</i>² = 0.22). These results confirm <i>TNF</i>-block genotypes influence susceptibility of HIV-SN. However, critical genotypes differ between ethnicities and with stavudine use.