A total of 151 women at risk of human immunodeficiency virus infection were investigated, to study the strength of the association between cervix and anus regarding the presence of HPV and cytological abnormality. An equal percentage of women had abnormal cervical (12.2%) and anal (12.1%) Papanicolaou smears. HPV measured by PCR was detected in 93.3% of cervical squamous intraepithelial lesions (SIL) compared to 49.1% of normal cervical cytologies, and in 100% of anal SIL and 67.4% of normal anal cytologies, respectively. After controlling for HPV-PCR status, immunodeficiency, as measured by a low CD4+ count and HIV positivity, increased the detection of cervical and to some extent anal squamous intraepithelial lesions (SIL). We evaluated how precisely an HPV test could predict cervical disease and found that the HPV-PCR test was slightly more sensitive than the HPV-hybrid capture (HC) test (PCR: 93.3% vs. HC: 88.9%), whereas the HC test was significantly more specific (83.6% vs. 50.9%), and with a much higher positive predictive value (43.2% vs. 20.6%). Similar results were obtained for anal SIL. HIV positivity increased sensitivity, lowered specificity and increased the positive predictive value of the tests. A diagnosis of cervical SIL was associated with a more than 3-fold increased risk of a simultaneous abnormal anal smear (p < 0.05). In conclusion, cervical and anal disease were significantly associated and almost exclusively seen in the presence of HPV. Immunodeficiency and HIV positivity increased the risk of disease in HPV-positive subjects. Hybrid capture, which requires a higher viral load than PCR to detect HPV, was clearly superior in predicting cervical and anal disease. Altogether, these findings suggest that a high level of HPV infection may be important for the development of SIL in the population studied.