Commercial sex venues (CSVs) and public sex environments (PSEs) offer men who have sex with men (MSM) sexual privacy and anonymity. Sociodemographic characteristics (e.g., race/ethnicity, sexual identity, age, HIV status) are correlated with individuals' choice of sexual venue, potentially suggesting environmental associations with both sociodemographics and sexual risk. From March 2005 through March 2012, 1298 substance-using MSM provided information on their most recent sexual encounter; iterative logit models estimated associations between sociodemographics and sexual venue, and/or whether sexual venue was associated with sexual risk-taking while controlling for sociodemographics. More than a third of participants' most recent sexual encounters took place in either a PSE (23.0%) or a CSV (11.3%); anonymous, HIV-serodiscordant, and/or sex while on methamphetamine and/or marijuana was significantly more likely to occur in CSVs/PSEs than in a private location, even when controlling for sociodemographics. Findings demonstrate that socioenvironmental factors were associated with sexual risk-taking among high-risk, urban MSM.