We examined the relation between stress, coping, and a high-risk sexual behavior (unprotected anal intercourse) in 398 nonmonogamous gay and bisexual men from the AIDS Behavioral Research Project in San Francisco. Unprotected anal intercourse during the previous month, the amount of stress experienced during the previous month in each of 10 domains, six types of coping (self-controlling coping, escape-avoidance, distancing, planful problem-solving, seeking social support, and positive reappraisal), and spiritual beliefs and spiritual activities were assessed through self-report. There was no relation between stress and unprotected anal intercourse. However, there was a relation between coping and unprotected anal intercourse. Subjects who reported unprotected anal intercourse used sex more of the time to help cope with stressful situations than did subjects who did not report unprotected anal intercourse. Unprotected anal intercourse was negatively associated with seeking social support and spiritual activities and positively associated with self-controlling coping, which involves keeping one's feelings to oneself, and positive reappraisal. The findings suggest that social aspects of coping may be a key to understanding differences between those who engage in high-risk sexual behavior and those who do not.