Transmission of HIV from Mother-to-Child Through Breastfeeding
In short, yes. Breast milk can contain virions which can be transferred from Mother-to-Child. 

These are the guidelines from the National Institute of Health in the United States regarding the Prevention for Mother-to-Child Transmission of HIV and how the prevent Mother-to-Child Transmission of HIV After Birth

While the guidelines in the US are geared towards the fact that we have alternatives to breast milk, the World Health Organization has compiled evidence that suggests that Antiretroviral therapies along with exclusive breastfeeding may provide the most benefit for the health of the infant. This likely has to do with the access to suitable nutritional alternatives, clean water, and vaccines in developing countries, and in fact, it appears that mothers in wealthy countries that have HIV are advised not to breastfeed at all. This site outlines the different guidelines in place. The choice between breastfeeding and not in lesser developed countries has to do with the fact that the risk from waterborne illnesses and their impact on infant mortality rates is likely far greater than the risk of HIV transmission from mother to child through breastfeeding while both are on Antiretroviral therapy. The reason that exclusive breastfeeding is recommended is that it keeps the viral concentration in breast milk lower than if the baby was suckling only part of the time.

Italics in previous paragraph indicate an edit to the answer in order to clarify the reason why breastfeeding is recommended in lesser developed countries, even though it poses a risk for HIV transmission

Please note that these guidelines are in flux and as more evidence is obtained and as the virus mutates, things may change. It is always best to consult with a physician on the most current recommendations in the care of your infant if you are HIV+.