The cascade of HIV care has been proposed as a useful tool to monitor health system performance across the key stages of HIV care delivery to reduce morbidity, mortality, and HIV transmission, the focal points of HIV Treatment as Prevention campaigns. Interventions to improve the cascade at its various stages may vary substantially in their ability to deliver health value per amount expended. In order to meet global antiretroviral treatment access targets, there is an urgent need to maximize the value of health spending by prioritizing cost-effective interventions. We executed a literature review on economic evaluations of interventions to improve specific stages of the cascade of HIV care. In total, 33 articles met the criteria for inclusion in the review, 22 (67 %) of which were published within the last 5 years. Nonetheless, substantial gaps in our knowledge remain, particularly for interventions to improve linkage and retention in HIV care in developed and developing-world settings and generalized and concentrated epidemics. We make the case here that the attention of scientists and policymakers needs to turn to the development, implementation, and rigorous evaluation of interventions to improve the various stages of the cascade of HIV care.