Occupational exposures predispose health workers (HWs) to a risk of HIV infection. When properly used, HIV Post Exposure Prophylaxis (PEP) can significantly reduce this risk. The purpose of this study was to determine the extent and types of occupational exposures, availability of PEP guidelines, and utilisation of PEP amongst HWs. A cross-sectional mixed methods baseline study was conducted between March and May 2014 using a structured questionnaire administered to 236 HWs from Shinyanga, Sengerema and Musoma hospitals in Tanzania. Relationships between variables were determined using the chi-square test. Qualitative data was gathered during interviews with key informants and walkthrough observations in the hospital wards, and analysed using the framework method. Majority of respondents were nurses (53%), over 40 years old (61%) with more than 20 years (40%) of hospital experience. Needle stick and sharp injuries were experienced by 31% of respondents whilst 26% experienced splashes. Only 28% of splashes were reported compared to 80% and 68% of needle sticks and sharp injuries, respectively. Those who experienced needle sticks were more likely to report the incident (p < 0.001), receive testing (p < 0.003) or PEP (p = 0.005). Although 66% reported the availability of PEP guidelines, only 39% of exposed HWs received PEP. Occupational exposures are common in these hospitals. HWs under-report and suboptimally use PEP services. Health worker safety programmes should establish functional systems for reporting and adherence to PEP procedures. Future research should establish factors that determine compliance with PEP procedures.