This study measures the link between expected health and contextual health uncertainty on sexual behaviours associated with the risk of HIV infection. We extend similar studies on the subject by focusing on contextual factors as a way of explaining individual sexual behaviour in low and high HIV infection areas across sub-Saharan Africa. Overall, we find expected health and contextual health uncertainty to have significant effects on sexual risk taking. These results point to the fact that context is equally important than the widely held view that individual level characteristics (e.g. lack of HIV/AIDS knowledge) contributes to risky sexual practices. These findings give support to UNAIDS ‘know your local epidemic’, as health and uncertainty appear to be background factors shaping sexual behaviours associated with the risk of HIV infection. Thus it becomes paramount to look at the context within which sexual behaviours can be altered.