This article reviews methodologies and data sources that have been used to measure HIV prevalence and sexual behaviours associated with the transmission of HIV in Nigeria. The review includes 35 studies on HIV prevalence and methodology and 34 studies on sexual behaviour published between 1990 and 2000. As at 1999, 5.1-5.4% of the general population was estimated to be infected with HIV. Trend data, although limited, indicate that HIV prevalence is increasing among both the general population and specific subgroups. Data on sexual behaviours indicate that risk behaviours are very common in Nigeria while condom use remains low. Studies in local areas and on population subgroups indicate great variability in both HIV prevalence and sexual risk behaviour. Comparability of data is limited as a result of differences in design and measurement across studies. Also, there is a dearth of information on certain groups at high risk for HIV. Despite efforts to establish and improve HIV surveillance in Nigeria, this review illustrates limitations and challenges undoubtedly shared by other countries.