A key question for clinicians is whether an aetiological association exists between highly effective contraceptive methods and women's risk of acquiring sexually transmitted infections (STIs), including human immunodeficiency virus (HIV). The authors searched the peer-reviewed literature for prospective studies published from January 1966 to August 2008 that assessed contraception and STI/HIV risk. The focus was on combined oral contraceptives (OCs), depot-medroxyprogesterone acetate (DMPA), the T380a copper intra-uterine device (IUD) and the risk of infection with HIV, Chlamydia trachomatis and Neisseria gonorrhoeae. Current data suggest that neither OCs nor DMPA increase HIV risk among women in the general population. Data are equivocal for women in high-risk groups (e.g. sex workers). Current data suggest an increased risk of chlamydial infection associated with OC use, with weaker evidence supporting a harmful effect of DMPA. Reports of OCs and gonococcal infection are inconsistent, and DMPA does not appear to be associated with gonorrhoea acquisition. Data suggest no increased STI/HIV risk among copper IUD users. Prospective data on highly effective contraceptive methods and women's STI/HIV risk are limited, and many studies have important methodological weaknesses. Additional information about the STI/HIV risks associated with these highly effective contraceptive methods is needed.