This paper explores the relationship among poverty, risky sexual behaviour, and vulnerability to HIV infection, using data from the 1998 South African Demographic and Health Survey. Asset index was employed as proxy of socioeconomic status. Inequalities in health were measured using concentration index. Women in poorer households were slightly less knowledgeable about HIV/AIDS, while the socioeconomic inequalities in risky sexual behaviour were negligible. These small health gradients may reflect the limitations of population-based surveys in collection of information on sexual behaviour. The results may also mean that women in general are equally at risk of HIV infection, which means that more work is required to establish how factors other than knowledge on HIV/ AIDS and socioeconomic status stand to enhance the vulnerability of women to HIV/AIDS.