This article aims to identify contexts of vulnerability related to HIV among Brazilian women. From November 2003 to December 2004, a cross-sectional study was conducted in 13 municipalities in the five Brazilian regions. The study included 1,777 women with a positive HIV diagnosis and 2,045 women attending public health care services. There were no significant differences between the two groups concerning number of sexual partners. However, HIV-positive women had a history of earlier sexual initiation and lower frequency of condom use. Higher proportions of HIV-positive women had used drugs, had a history of previous STDs, and had been victims of sexual violence some time in their life. The findings suggest the importance of considering strategies for HIV prevention focused on women's empowerment as a whole, and not focused only on their individual behaviors.