We review the relationship between polygyny and HIV and identify a positive individual-level correlation, and a negative ecological correlation. We subsequently examine two mechanisms that contribute to the individual-level correlation. First, we find that men in polygynous marriages have more extramarital sex than men in monogamous unions (both in terms of self reports and in terms of spousal reports of the suspicion of adultery). Second, we find evidence of adverse selection of HIV positive women into polygynous unions via an investigation of the relationship between marriage order and polygyny status. We conclude with reflections about possible explanations for the distinct individual and ecological correlations.