Early age at first sex experience has been attributed to medical and psychological consequences, including practice of risk behaviors and HIV infection later in life. Studies have examined early heterosexual experience, but little is known about early anal sexual experience among men who have sex with men (MSM) in Africa. We conducted a time to event analysis to examine the extent and role of early anal sexual experience and HIV risk and infection in the largest MSM survey in Africa. A total of 753 MSM with a mean age of 26.5 years and that at first anal sexual experience of 18.3 years participated. Of those who participated, 29.0% (219/753) had their first anal sexual experience at age below 15. MSM reporting early anal sexual experience were young, had men as first sexual partner (adjusted hazard ratio-AHR, 4.75; 95%CI: 3.51-6.43), assumed receptive position during last anal sex (AHR, 3.25; 95%CI: 2.42-4.35), had anal sex as first penetrative sexual experience (AHR, 5.05, 95%CI; 3.68-6.97), had unprotected first anal sex (AHR, 1.55, 95%CI: 1.03-2.33), not preferring women for sex (AHR, 2.78; 95%CI: 2.11-3.67), had non-consensual first sex (AHR, 1.53, 95%CI: 1.10-9.41), and HIV positive (AHR, 1.75; 95%CI: 1.21-2.50). A third of MSM engaged in anal sex at an early age and were more likely to report sexual abuse, practice HIV risk behaviors, and been HIV seropositive. Roll-out of the existing Comprehensive Guideline for HIV Treatment and Care for key population in Tanzania should be implemented alongside measures addressing sexual abuse among young people. [ABSTRACT FROM AUTHOR]