Sexual orientation stigma stems from discriminatory social contexts and may ultimately impact the behavioral health of stigmatized individuals through stress-related pathways. Sexual minority stigma is of particular concern in Europe given the diversity of social contexts on the continent and sexual minority men's rapidly increasing risk of HIV infection, especially in Central and Eastern Europe, potentially rooted in stigma. This study assesses whether stigma in the ubiquitous social contexts surrounding sexual minority men (e.g., family, workplace, government) may place them at higher risk for HIV contraction across six countries. We utilized a large cross-sectional survey sample of HIV-negative sexual minority men (N = 2087; mean age = 31.6, SD = 9.7) from six European countries to test whether those who reported sexual orientation stigma also engaged in more HIV risk-related behaviors, including condomless sex with casual partners (in the absence of PrEP) and substance use before and during sex. Regression analyses were performed in Mplus. We found that a one standard deviation increase in reported sexual orientation stigma was significantly associated with the following during the last sexual encounter: a 19% increase in odds of sex under the influence of alcohol, 27% increase in odds of sex under the influence of cannabis, 49% increase in odds of sex under the influence of illicit drugs, an 11% increase in odds of condomless sex with casual partners in the past 6 months, and a 26% increase in odds of knowing where to receive an HIV test. Sexual minority men who reported perceiving greater sexual orientation-related stigma within their ubiquitous social contexts were significantly more likely to report sexual risk and alcohol and drug use during their last sexual encounter, yet reported more knowledge of preventive services. Contextual stigma might serve as a precursor to behavioral risks of HIV infection, generating maladaptive stress responses capable of being modified through individually-focused interventions. Structural interventions are also needed to ultimately reduce stigma at its source.