Heterosexual anal sex is underresearched and little understood, particularly in the African context. Existing prevalence data indicate that heterosexual anal sex is a widespread practice, yet little is known about the way in which it is conceptualized and understood. Describing findings from qualitative research conducted in Kenya, Tanzania, and Uganda, we shed light on conceptualizations of heterosexual anal sex and its relation to human immunodeficiency virus (HIV). These findings suggest that penile-anal sex is practiced by men and women in Africa for a range of reasons, including virginity maintenance, contraception, fulfillment of male pleasure, relationship security, menstruation, in the presence of vaginal complications, financial gain, fidelity, and prestige. Despite anal sex being the most efficient way to transmit HIV sexually, there is widespread lack of knowledge about its risks. These findings describe the ways in which anal sex is conceptualized in five East African communities, highlighting how penile-anal intercourse is often not considered "sex" and how the omission of anal sex in safe-sex messaging is interpreted as meaning that anal sex is safe. In light of its frequency and risks, greater attention must be paid to heterosexual anal sex in Africa to ensure a comprehensive approach to HIV prevention.