This study examines individual and contextual factors associated with high-risk sexual behaviour in sub-Saharan Africa. It uses multilevel logistic regression analyses of Demographic and Health Survey (DHS) data for 262,727 respondents (level 1) nested with 10,914 communities (level 2) from 26 sub-Saharan countries (level 3) to explore this issue. In all 26 countries studied, men were significantly more likely than women to have reported premarital sex and were significantly more likely to have reported non-spousal sex in all but two countries. At the community and country levels, there was statistically significant clustering of reported high-risk sexual behaviour. The following individual factors were associated with higher odds of reporting premarital and non-spousal sex: male gender, higher educational attainment and higher wealth status. The following contextual factors were associated with higher odds of reporting premarital and non-spousal sex: ethnic diversity, urban residence and small household size.