Cardiovascular disease (CVD) risk behaviors, namely tobacco smoking, hazardous alcohol use, poor diet and sedentary behavior, are more prevalent among people living with HIV (PLWH) than the general population. Qualitative evidence shows that PLWH report adopting unhealthy behaviors as a means of coping with the stress of living with HIV, including the adverse physiological symptoms of HIV infection, the psychological stress of being aware of one’s HIV status, and the physiological and psychological impacts of being on HIV treatment. These observations suggest that being HIV-positive may have a causal influence on CVD risk behaviors and that these causal effects likely differ across stages of the HIV continuum. To date, few quantitative studies have been conducted to examine these causal relationships. The goal of this dissertation was to explore the effects of HIV continuum stage on CVD risk behaviors and assess several plausible stress-coping mechanisms, as motivated by established stress-coping theory. This dissertation consisted of three studies. First, a systematic review was conducted to examine the existing quantitative evidence for the causal effects of HIV continuum stage on CVD risk behaviors. Findings from this review revealed that being HIV-positive is associated with excess smoking and drinking, and that while receipt of a positive HIV diagnosis is associated with short-term improvements in some CVD risk behaviors, these improvements are unlikely to be maintained long-term. Overall, however, the existing studies suffer important methodological limitations, notably inadequate characterization of HIV continuum stage. The second study was an empirical analysis of patterns of self-reported CVD risk behaviors across the HIV continuum among a population-based sample of 4,061 adults aged 40 years and over living in rural Agincourt district in South Africa. Results showed no consistent evidence of an association between HIV continuum stage and hazardous alcohol use or sedentary behavior. However, higher prevalence of smoking was observed specifically among males who were HIV-positive and aware of their status but not on treatment, compared to those who were HIV-negative. There was no evidence of mediation by various measures of physiological and/or psychological stress. The third study was an analysis of whether perceived life expectancy (PLE) modifies the effects of HIV continuum stage on CVD risk behaviors. Observed associations were most prominent among individuals with low PLE and null among those with high PLE. Overall, this dissertation contributed to greater understanding of the relationship between CVD risk behaviors among HIV-infected persons across the HIV continuum. Findings did not support a stress-coping hypothesis; however, PLE was found to be a potentially useful indicator of individuals who are most likely to smoke in the presence of HIV. This dissertation also fills evidence gaps among older adults in sub-Saharan Africa, an under-studied population with high and increasing burdens of both HIV and CVD. As HIV-positive population survive longer on antiretroviral therapy and the prevention of age-related conditions becomes increasingly important, these findings may help inform future research and the development of CVD prevention interventions.