National HIV preventive programs in Mexico focus on high-risk groups that do not consider women, apart from prenatal screening. Nonetheless, the epidemic in women is growing, and there is a need to better understand sociodemographic factors in women living with HIV (WLH). We performed a case-control study in Mexico City, including HIV+ and HIV- women with a recent pregnancy to compare their sociodemographic characteristics and describe the circumstances of diagnosis in HIV+ women, as well as prenatal screening frequency in both groups. Fifty cases and 102 controls were interviewed. HIV+ women were more frequently the only economic support of the family (20% vs 0%, P < .0001). Thirty-eight percent of cases had their first pregnancy at ≤18 years, versus 16% of controls (odds ratio 2.47, 95% confidence interval 1.07-5.72, P = .03); 16% of cases had lived in the street; 6% reported transactional sex, versus none of the controls (P < .0001). In the multivariate analysis, there was strong evidence of an association between HIV infection and age at the time of the interview, history of sexually transmitted diseases, substance abuse, history of violence, and civil status. Only 6% of controls were tested for HIV during prenatal follow-up. WLH in this study faced important social vulnerability. Targeting women living in these social contexts might increase early diagnosis and could tailor HIV prevention strategies. Prenatal coverage needs to be improved and should represent a national priority.