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Background Health-related quality of life (HRQoL) is gaining significance for people living with human immunodeficiency virus (HIV), with sexual difficulties being a crucial yet frequently neglected component of HRQoL, especially in HIV-positive men who have sex with men (MSM). Aim The study sought to assess the levels of sexual difficulties and explore the associations between sexual difficulties, mental health, and HRQoL in HIV-positive MSM. Methods A cohort of 475 HIV-positive MSM was studied from January 2017 to December 2021. Sociodemographic, clinical, and lifestyle data were collected. Participants were divided based on Arizona Sexual Experience Scale (ASEX) scores into 2 groups: those with sexual difficulties and a control group without difficulties. Outcomes Psychological symptoms were evaluated by the Symptom Checklist-90 (SCL-90), HRQoL was accessed via 36-item Short Form Health Survey, and sexual function was assessed using the ASEX. We also employed path analysis to unveil latent mechanisms, alongside multivariate analysis to identify independent factors, and aimed to elucidate the interplay among sexual function, HRQoL, and mental health in HIV-positive MSM. Results A total of 391 HIV-positive MSM were enrolled in the control group and 84 in the sexual difficulties group. The control group had significantly higher physical HRQoL (P =.004) and mental HRQoL (P =.045). In addition, SCL-90 scores were higher in the sexual difficulties group (P =.001). Multivariate analyses that indicated regular exercise (odds ratio, 0.553; P =.024) and alcohol consumption (odds ratio, 1.780; P =.033) were independent factors associated with sexual difficulties. The proportion of alcohol consumption in the sexual difficulties group was significantly higher (P =.003). ASEX scores increased gradually with increasing frequency of alcohol consumption (P =.031). Results from structural equation model showed a negative association between HRQoL and ASEX scores (β = −0.13, P  < .001) and SCL-90 scores (β = −0.40, P  < .001). Clinical Implications HIV-positive MSM experiencing sexual difficulties exhibited lower HRQoL and worse mental health, with independent associations identified for regular exercise and alcohol consumption in relation to sexual difficulties. Strengths and Limitations Our research has pioneered in demonstrating that HRQoL mediates the relationship between sexual difficulties and psychological symptoms among HIV-positive MSM undergoing highly active antiretroviral therapy. We found the protective factor associated with sexual difficulties was regular exercise while the risk factor was alcohol consumption. However, the data were collected only from China, and it is still unclear how HRQoL changes after intervention. Conclusion Routine follow-up for people living with HIV should encompass an investigation into sexual function, emphasizing the need for timely assessment and intervention, particularly in HIV-positive MSM with identified risk factors. [ABSTRACT FROM AUTHOR]