The objectives of this study were to examine differences in physical activity behaviors as a function of human immunodeficiency virus (HIV) status and sex, to test differences in physical activity self-efficacy (PASE), body weight satisfaction (BWS), and enjoyment of physical activity as a function of HIV status, and to determine if PASE, BWS, and enjoyment are associated with daily physical activity (daily PA), muscle strengthening activities, and sedentary behavior of youth with and without HIV. A total of 250 HIV positive (HIV+) and HIV negative (HIV-) youth from Botswana aged 12-23 years (Mean = 17.87, SD = 2.24) participated in the study. The HIV+ group (n = 88) was recruited from a previous 12-month antiretroviral therapy (ART) and nutrition intervention study. The HIV- group (n = 162) was randomly selected from public junior and senior (secondary) high schools in and around Gaborone. Participants' PASE, BWS, enjoyment of physical activity, daily PA, muscle strengthening, body mass index (BMI), and sedentary behavior were obtained using items from the Youth Risk Behavior Surveillance Survey. Multivariate analysis of variance (MANOVA) showed that the HIV- group (M = 1.20, SE = 0.06, CI = 1.08 to 1.32) had significantly higher daily PA than the HIV+ group (M = 0.99, SE = 0.08, CI = 0.82 to 1.15). The HIV- group (M = 0.91, SE = 0.06, CI = 0.79 to 1.03) also reported participating significantly more in muscle strengthening activities than the HIV+ group (M = 0.63, SD = 0.08, CI = 0.47 to 0.78). Multiple regression analyses showed that higher PASE (p < .001) and greater enjoyment of PA (p < .01) were predictive of higher daily PA. HIV- participants had higher PASE but lower BWS compared to HIV+ participants. Sex and age differences were observed in muscle strengthening activities and sedentary behavior. This study supports previous findings on the association of efficacy beliefs to daily PA and muscle strengthening activities. The findings have implications for PA interventions aimed at health promotion and mitigation of the effects of living with HIV/AIDS.