This study tested the association between mental health scores and sexual risk behaviors among male members of social groups known as "camps" in Dar es Salaam, Tanzania. Anxiety and depression were measured using the HSCL-25 and condom use and sexual partner concurrency were assessed through self-report. A total of 1113 sexually active men with an average age of 27 years were included in the analyses. Higher anxiety and depression scores were significantly associated with both condom use (Anxiety AOR = 0.58, 95% CI: 0.44, 0.77; Depression AOR = 0.60, 95% CI: 0.47, 0.77) and concurrency (Anxiety AOR = 2.32, 95% CI: 1.73, 3.12; Depression AOR = 2.08, 95% CI: 1.60, 2.70). The results of this study provide information salient to the development of effective HIV prevention interventions targeting populations with high burdens of anxiety and depression. The feasibility and effect of integrating mental health promotion activities into HIV prevention interventions should be explored.