This study describes how coping strategies are related to unprotected anal intercourse (UAI) among gay men, and provides support for a new theoretical underpinning for HIV prevention practice and research with this population. A sample of 470 gay and bisexual men completed a self-administered questionnaire that included a measure of coping strategies used in relation to a recent problem. More participants who reported recent UAI endorsed avoidance strategies than did those who did not report UAI. There was a positive relationship between avoidance coping scores and odds for reported UAI. Among the study's implications was the importance of the larger context in which prevention efforts with this population occur, one that is marked by stigmatization, discrimination, loneliness, and other stresses. In addition, prevention practice and research must attend to the meaning and purpose of sex in gay men's lives.