Sub-Saharan Africa (SSA), particularly Southern and East Africa, has the highest AIDS deaths and HIV-infected people in the world. Even though considerable effort has been made over the years to study HIV transmission risk behaviours of different population groups in SSA, there is little evidence of studies that have looked at pooled effects of associated HIV risk factors among men, particularly in Southern Africa. Thus, this study sought to fill this gap in knowledge by investigating the variations in HIV risk behaviours among men in the region. The study analysed cross-sectional data based on the most recent country Demographic and Health Survey (DHS) for six countries, namely Lesotho, Mozambique, Namibia, South Africa, Zambia and Zimbabwe. The study employed multivariate logistic regression models on a pooled dataset and individual country data to examine the relative risk of education and other factors on HIV risk behaviour indicators. It considered: (i) condom use during high risk-sex, (ii) multiple sexual partnerships, and (iii) HIV testing among men aged 15–59 years. Findings show that the proportion of men who engaged in HIV transmission risk behaviour was high in Southern Africa. Two-thirds of men reported non-use of a condom during last sex with most recent partners while 22% engaged in multiple sexual partnerships. The percentage of men who used condoms during sex with most recent partners ranged from 18% in Mozambique to 58% in Namibia. Age, residence, marital status and household wealth status were associated with HIV risk factors in the region. The study has established country variations in terms of how individual factors influence HIV transmission risk behaviour among men. Results show that the level of education was associated with increased use of condoms, only in Zambia and Mozambique. Delay in starting a sexual debut was associated with reduced odds of having multiple sexual partnerships in the region. Suggesting the need to strengthen comprehensive sexuality education among young men in school, to promote social behaviour change during adolescence age. The study presents important results to inform direct health policy, programme and government action to address HIV prevalence in the Southern region of Africa.