Objectives: The purpose of this article is to assess the distribution of undiagnosed HIV infection in men who have sex with men (MSM) in Southern and Eastern European countries, to describe the differences in epidemiology and behaviour between undiagnosed, diagnosed HIV-positive and HIV-negative MSM and to identify factors associated with undiagnosed HIV infection in the study population. Methods: A multi-centre biological and behavioural cross-sectional study was conducted in 2008. Time–location sampling was used to recruit men attending different venues. A self-administered questionnaire was completed and oral fluid samples were collected to estimate HIV prevalence. Results: HIV prevalence was 17% in Barcelona, 12% in Verona, 6% in Bratislava, 5% in Ljubljana, 5% in Bucharest and 3% in Prague while undiagnosed HIV infection was 47, 62, 67, 83, 85 and 57%, respectively. Diagnosed HIV-positive men reported more casual partners than HIV-negative MSM (mean: 19 and 9, respectively) (P < 0.001), and they were more likely to self-reported condyloma in the last year than undiagnosed HIV-positive and HIV-negative men (15, 1 and 3%, respectively) (P < 0.001). Factors associated with undiagnosed HIV infection included attending sex-focused venues (OR = 2.49), reporting syphilis in the previous 12 months (OR = 2.56), using poppers at last sexual intercourse (OR = 3.36) and having had an HIV test in the previous year (OR = 2.00). Conclusions: Many HIV infections remain undiagnosed, and there is evidence of the persistence of frequent risk behaviours and sexually transmitted infections (STI) despite knowledge of HIV-positive status, emphasising the need for a multidimensional approach to HIV/STI prevention. Access to HIV testing should be considered a priority in prevention programs targeted at MSM, especially in Eastern Europe.