Most human immunodeficiency virus (HIV) infections are acquired during sexual contact, across the genital or rectal mucosal epithelium. At present, HIV preventive strategies such as behavioral and structural interventions (e.g., counseling and condom use) or pre-exposure prophylaxis (e.g., topical microbicides or the oral administration of antiretroviral drugs) seem to be the only effective and most indicated methods against the establishment of systemic HIV infection. The recent success of the CAPRISA 004 phase II clinical trial, using a tenofovir-based gel, as well as the iPreX trial, using oral TRUVADA®, not only provided the proof-of-concept for reverse transcription inhibitor (RTI)-based vaginal microbicides but also demonstrated the real possibility of using topical or oral pre-exposure prophylaxis (PrEP) to prevent sexual HIV transmission. Unfortunately, more recent failures in the FEMPreP and VOICE trial, using similar regimes, suggest that there is still room for improvement. Therefore, ongoing and future studies will be key in the development of novel potent and safe strategies to block HIV transmission.