Identifying groups most at risk of sexually transmissible infections (STIs) is important for prioritising screening, targeting prevention strategies and alleviating the burden of STIs. However, identifying those at risk of STIs is complicated by stigma associated with STIs, undisclosed risk behaviour, and the fact that STI epidemics are diversifying beyond traditional risk groups typically characterised by demographics and sexual behaviours alone. In this review, we describe the epidemiology of STIs among traditional and emerging risk groups, particularly in the context of uptake of HIV pre-exposure prophylaxis (PrEP), increasing STI transmission among heterosexual people, and the concentration of STI burden among specific subgroups not readily identifiable by health services. Risk diversification poses significant challenges, not only for risk-based testing, but also for the costs and resources required to reach a broader range of constituents with preventive and health promotion interventions. As drivers of STI risk are not purely behavioural, but relate to relative STI prevalence within sexual networks and access to sexual health care and testing, localised surveillance and research is important in ensuring risk is appropriately understood and addressed within local contexts. Here, we review the evidence on the benefits and harms of risk-guided versus population-based screening for STIs among key populations, discuss the importance of risk-guided interventions in the control of STIs, and explore contemporary approaches to risk determination.