Black and minority ethnic (BME) men who have sex with men (MSM) face a major burden in relation to HIV infection. It was hypothesised that sexual abuse would predict sexual risk-taking, and that this relationship would be mediated by victimisation and maladaptive coping variables. Four hundred and thirty-two BME MSM completed the survey; 54% reported no sexual abuse and 27% reported sexual abuse. Mann–Whitney tests showed that MSM with a history of sexual abuse reported higher frequency of drug use, and of homophobia and racism than those reporting no prior sexual abuse. A structural equation model showed that the experience of sexual abuse was positively associated with sexual risk-taking and that this relationship was mediated by victimisation variables: frequency of racism and frequency of homophobia and by the maladaptive coping variable: frequency of drug use. The findings can inform the design of psycho-sexual and behavioural interventions for BME MSM.