To examine whether commercial sex transactions were more common and/or transmission between sex workers and clients more efficient in two African cities with high HIV prevalence (Kisumu, Kenya and Ndola, Zambia) compared with two with relatively low HIV prevalence (Cotonou, Benin and Yaoundé, Cameroon). Data on sexual behaviour, HIV and sexually transmitted infections were collected from representative samples of around 300 female sex workers in each city. Sexual behaviour data from a population-based study of around 1000 men aged 15-49 in each city were used to estimate the extent of contact with sex workers. The number of sex workers per 1000 males was highest in Kisumu and Ndola, but other estimates of the extent or characteristics of sex work contact showed no consistent differences between high or low prevalence cities. HIV prevalence among sex workers was 75% in Kisumu, 69% in Ndola, 55% in Cotonou and 34% in Yaoundé. The prevalence of genital ulceration and trichomoniasis was higher among sex workers in Kisumu and Ndola but no clear pattern was seen for the other sexually transmitted infections. Around 70% of sex workers in Cotonou reported use of a condom with the last client, markedly higher than in the other cities. Although sex work is likely to have played an important role in the spread of HIV in all four cities, differences in present patterns of sex work do not appear to explain the differential spread of HIV. However, high levels of condom use among sex workers may have slowed the spread from sex workers to the general population in Cotonou, highlighting the importance of interventions among sex workers and their clients.