Having a positive attitude toward one's own sexual and ethnic identity can improve psychological well-being and self-efficacy and may reduce vulnerability to HIV infection. We sought to understand factors associated with having greater self-worth about being Asian and Pacific Islander (API), being gay/bisexual, and being both gay/bisexual and API (dual identity). We conducted serial, cross-sectional surveys of 763 API men who have sex with men (MSM) annually from 1999 to 2002 in San Diego, California and Seattle, Washington. We found (a) sexual and ethnic identity were intertwined and mutually influential; (b) a positive attitude toward sexual identity was associated with higher socioeconomic status, greater social support, and self-identified homosexual orientation (as opposed to "straight/undecided"); (c) a positive dual identity was associated with higher socioeconomic status, greater social support, and levels of acculturation (being United States born and speaking English and another language equally); and (d) a positive sexual identity and dual identity were associated with HIV testing. The findings suggest that targeted programs should address cultural issues at the intersection of sexual and ethnic identity, promote social support and self-acceptance around homosexual identity, and help MSM build a positive sense of self to foster their self-esteem and HIV prevention self-efficacy.