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Within sub-Saharan Africa, women are disproportionately at risk for acquiring and having human immunodeficiency virus (HIV)/acquired immunodeficiency syndrome (AIDS). It is important to clarify whether gender inequalities in HIV prevalence in this region are explained by differences in the distributions of HIV risk factors, differences in the effects of these risk factors or some combination of both. We used an extension of the Blinder–Oaxaca decomposition approach to explain gender inequalities in HIV/AIDS in Kenya, Lesotho and Tanzania using data from the demographic and health and AIDS indicator surveys. After adjusting for covariates using Poisson regression models, female gender was associated with a higher prevalence of HIV/AIDS in Kenya [prevalence ratio (PR) = 1.73, 95% confidence interval (CI) = 1.33, 2.23 in 2003] and Lesotho (PR = 1.39, 95% CI = 1.20, 1.62 in 2004/05), but not in …