Combined antiretroviral therapy is now acknowledged for preventing new HIV infections, besides decreasing mortality and morbidity. However, in many Latin America countries the epidemic is still driven by unprotected sexual intercourse. This study aims to describe sexual practices related to HIV/STD and to evaluate factors associated to unprotected sex among men who have sex with women (MSW) and men who have sex with men (MSM) under care at a reference center for HIV in Rio de Janeiro, Brazil. A cross-sectional study, nested in a Brazilian clinical cohort, evaluated the sexual practices of 404 sexually active HIV-positive MSW and men who have MSM. Approximately 30 % of them reported unprotected sexual practices during the 6 months prior to the interview. Most frequent risky practices reported were unprotected vaginal sex among MSW and unprotected receptive anal sex among MSM. Factors increasing the chance of unprotected sexual practices among MSW were the partner's desire of becoming pregnant (OR 2.81; CI 95 %: 1.36-5.95). To have received comments about excessive consumption of alcohol (OR 2.43; CI 95 %: 1.01-5.83), illicit drug use (OR 4.41; CI 95 %: 1.75-11.60) and lived in marital situation (OR 2.10; CI 95 %: 1.09-4.08) were significantly associated with unsafe sexual practices among MSM. The results highlight that health care of men living with HIV, as well as the prevention strategies, must consider the particularities of sexual behavior practiced by people who differ in sexual orientation.