This study examined the prevalence of sexual behavior and its relationship with psychological distress among individuals with HIV who were seeking mental health care. Upon self-enrollment in HIV-related mental health care, 845 participants completed self-assessments of demographics, psychological distress, and sexual behaviors. Participants were categorized by sexual risk as determined by their reported unprotected sexual activity within the previous 30 days: receptive anal or vaginal sex (high-risk), insertive anal or vaginal sex (moderate-risk), oral sex (low-risk), and no sex (no-risk). The majority of the sample was classified as no-risk, 11% low-risk, 5% moderate-risk, and 17% were high-risk. Levels of psychological distress did not differ across risk levels. Overall psychological distress levels were elevated, 19% of the sample expressed severe distress. Use of illicit drugs, alcohol, and no-AIDS diagnosis predicted high-risk sexual behaviors. A substantial proportion of the sample reported engaging in high-risk sexual behaviors, which signifies the need to further incorporate sex-related prevention efforts among HIV-infected populations.