This paper explores the concept of time-inhomogeneous Markov modelling and its application on the surveillance data for HIV-infected patients on anti-retroviral therapy (ART) from one of the Wellness clinics in Bela Bela, South Africa. Time-homogeneous and time-inhomogeneous models are fitted to analyse the progression of HIV/AIDS for these individuals. A variety of diagnostic methods, formal and informal, are employed to assess the fitted models. The results from the assessment of the fitted models showed an improvement in the use of the time-inhomogeneous model compared to the time-homogeneous model for the progression of HIV/AIDS. Transition intensities from the fitted models were used to analyse the effectiveness of treatment. The estimated transition rates showed that rates of immune recovery were generally higher than the rates of immune deterioration for both models. The fitted time-inhomogeneous model shows that continuous uptake of treatment reduces transitions to death from most of the HIV defined states

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