Does it make sense to put Nginx in front of HAProxy?

It makes all sense to do static and dynamic serving independently. Some people combine static serving and load balancing in the same software and/or part of the architecture. But, that does not mean it has to be always in the same place. Perhaps putting nginx before HAProxy may be the best option in your case. There are other options as to put all your static content in other domain name, and that way splinting completely static and dynamic serving. Using this later aproach, would be easier in the future to add load balancing to the static serving cluster or for example use a CDN.

Short Answer NO. Long Answer:- 1. The HAProxy as LB should be left on its own standalone machine no matter what the motivation. It is a super-terrible idea to share this machine for some other purpose. 2. If you compare the scale that Nginx can handle compared to HAProxy, it should be rapidly clear that HAProxy can do connection processing for a lot more number of connections than Ngnix. Just from a Bandwidth matching perspective nothing should be put in front of an HAProxy ( definitely not a stateful firewall ). Nginx can't replace HAProxy and it shouldn't be put in front of it to reduce number of connections to it. 3. It makes all the sense in the world to service static and dynamic content from different end points as mentioned by Leo in one of the answers. 4. HAProxy can terminate SSL these days so that use case is not out. Just noticed that this is a 4 year old question. Anyway bump it up :-)

If I were charged with solving this problem, I would run Varnish on the host that runs HAProxy, and route requests for static assets from HAProxy to Varnish, which is configured to send cache missses to the backend Nginx application servers.  Varnish could also cache the dynamic content, as well.

The cost that nginx has to pay to do load balancing is a cost that you're already paying if you're doing caching. I suspect that nginx with multiple upstreams will be faster than nginx in front of haproxy. But the only way to know for sure is to try both and monitor throughput.

I have another approach : I always put an HAproxy in front of a Nginx. If I arrive to more than one server, I put another HAProxy in front of Nginx, the other nginx is a backup of the first. (I load balanced between haproxy using round robin DNS) Why: in 3 years of use of HAProxy, I never see HAProxy falling down, but Nginx sometimes (not a lot). On the last installation I made for a huge facebook apps, I put ten dedicated server with this configuration. So if one dedicated server is down, only 10% of the traffic is lost (Where all the traffic will be lost if we have only one load balancer). This ten dedicated servers are "little" dedicated servers, but all cumulated, we serve arround 500Mb/s only in web traffic.

May be need to look on something like Apache Traffic Server for building you own CDN service with pair of haproxy+nginx?