In Niger, the tuberculosis (TB) screening among people living with human immunodeficiency virus (HIV) (PLHIV) is nonsystematic and the use of additional tests is very often limited. The objective of this research is to evaluate the performance and the cost-effectiveness of various paraclinical testing strategies of TB among adult patients with HIV, using available tests in routine for patients cared in Niamey. This is a multicentric prospective intervention study performed in Niamey between 2010 and 2013. TB screening has been sought in newly diagnosed PLHIV, before ART treatment, performing consistently: a sputum examination by MZN (Ziehl-Nielsen staining) and microscopy fluorescence (MIF), chest radiography (CR), and abdominal ultrasound. The performance of these different tests was calculated using sputum culture as a gold standard. The various examinations were then combined in different algorithms. The cost-effectiveness of different algorithms was assessed by calculating the money needed to prevent a patient, put on ART, dying of TB. Between November 2010 and November 2012, 509 PLHIV were included. TB was diagnosed in 78 patients (15.3%), including 35 pulmonary forms, 24 ganglion, and 19 multifocal. The sensitivity of the evaluated algorithms varied between 0.35 and 0.85. The specificity ranged from 0.85 to 0.97. The most costeffective algorithm was the one involving MIF and CR. We recommend implementing a systematic and free direct examination of sputum by MIF and a CR for the detection of TB among newly diagnosed PLHIV in Niger.