In the recent times, there has been a remarkable increase in the prevalence of contraceptive use in Kenya. While use of modern contraceptives has been somewhat successful in preventing unwanted pregnancy and allowing individuals to enjoy sexual intercourse, it has not been so successful in preventing HIV/AIDS. The twin risk of unwanted pregnancy and HIV/AIDS infection is a central concern of reproductive health programmes. However, we neither know how sexually active men and women perceive these risks, nor the strategies they consider appropriate to cope with these risks, nor the difficulties they face in trying to adopt a sexual behaviour considered appropriate in this era. This study provides insights into perceptions, coping strategies and constraints in changing sexual behaviour of sexually active men and women in Nakuru district of Kenya. The study is part of a multi-country study covering such countries as Uganda, Tanzania, Zimbabwe, Zambia and South Africa. A total of twelve focus groups discussions covering sexually active men and women (contra- ceptive users and non-users) in both rural and urban areas were conducted. The results show that people consider both unwanted pregnancy and HIV/AIDS serious problems but do very little to protect themselves. Many do not talk about sex, they do not use a condom within marriage despite the widespread knowledge about condoms, they will not refuse their part- ners sex even if there is a perceived risk of HIV infection. These findings suggest sexual behaviours that are incompatible with perceived and known risks, and this calls for: concerted efforts to encourage unmarried people to abstain from sex; developing innovative programmes aimed at promoting responsible sexuality; increased male involvement in reproductive health issues; and married people to stick faithfully to their part- ners