Current socio-behavioural research in HIV-infected people has tried to identify patients with "high-risk" profiles, i.e. who simultaneously exhibit non-adherence to highly active anti-retroviral therapy (HAART) and unsafe sex with serodiscordant partners. We challenged this approach by investigating the correlates of both behaviours, for homosexual men, heterosexual men and heterosexual women separately, among a representative sample of 4963 HIV-infected people in France. Variables introduced in the analysis dealt with patients' background and daily life, with a focus on situations of economic, social and personal vulnerability. Overall, 2932 patients agreed to participate, and 1809 were both receiving HAART and sexually active. Among heterosexual women, non-adherence and unsafe sex appeared as joint outcomes of similar situations of vulnerability. Among heterosexual men, these behaviours were weakly correlated and shared some predictors related to situations of vulnerability. Among homosexual men, non-adherence and unsafe sex were not correlated and had distinct determinants. Situations of vulnerability, the context and the motives of unsafe sex, as well as factors associated with non-adherence and unsafe sex varied greatly with gender and sexual preference. Theoretical models used for designing behavioural interventions should take into account this diversity.