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Background: Contraceptive use has complex effects on sexual behaviour and mood, including those related to reduced concerns about unintended pregnancy, direct hormonal effects and effects on endogenous sex hormones. We set out to obtain robust evidence on the relative effects of three contraceptive methods on sex behaviours, which is important for guiding contraceptive choice and future contraceptive developments. Methods: This is a secondary analysis of data from the Evidence for Contraceptive Options and HIV Outcomes (ECHO) randomized trial in which 7,829 HIV-uninfected women from 12 sites in Eswatini, Kenya, South Africa and Zambia seeking contraception were randomly assigned to intramuscular depot-medroxyprogesterone acetate (DMPA-IM), the copper intrauterine device (Cu-IUD) or the levonorgestrel (LNG) implant. Data collected for 12 to 18 months using 3-monthly behavioural questionnaires that relied on recall from the preceding 3 months, were used to estimate relative risk of post-baseline sex behaviours, as well as sexual desire and menstrual bleeding between randomized groups using modified Poisson regression. Results: We observed small but generally consistent effects wherein DMPA-IM users reported lower prevalence of specified high risk sexual behaviours than implant users than Cu-IUD users (the '>' and '<' symbols indicate statistically significant differences): multiple sex partners 3.6% < 4.8% < 6.2% respectively; new sex partner 3.0% < 4.0% <5.3%; coital acts 16.45, 16.65, 17.12 (DMPA-IM < Cu-IUD); unprotected sex 65% < 68%, 70%; unprotected sex past 7 days 33% <36%, 37%; sex during vaginal bleeding 7.1%, 7.1% < 8.9%; no sex acts 4.1%, 3.8%, 3.4% (DMPA-IM > Cu-IUD); partner has sex with others 10% < 11%, 11%. The one exception was having any sex partner 96.5%, 96.9% < 97.4% (DMPA-IM < Cu-IUD). Decrease in sexual desire was reported by 1.6% > 1.1% >0.5%; amenorrhoea by 49% > 41% >12% and regular menstrual pattern by 26% <35% < 87% respectively. Conclusions: These findings suggest that women assigned to DMPA-IM may have a modest decrease in libido and sexual activity relative to the implant, and the implant relative to the Cu-IUD. We found more menstrual disturbance with DMPA-IM than with the implant (and as expected, both more than the Cu-IUD). These findings are important for informing the contraceptive choices of women and policymakers and highlight the need for robust comparison of the effects of other contraceptive methods as well. [ABSTRACT FROM AUTHOR]