Patterns of HIV prevalence in Kenya suggest that areas where various cultural practices are prevalent bear a disproportionate burden of HIV. This paper examines (i) the contextual effects of cultural practices (polygyny, male circumcision) and related sexual behaviour factors on HIV prevalence and (ii) the extent to which specific cultural practices in a community/county explain existing ethnic variations in HIV prevalence in Kenya. The analysis applies multilevel logistic regression to data from the 2012/13 Kenya AIDS Indicator Survey. The results reveal striking ethnic variations in HIV prevalence in Kenya. The prevalence of polygyny in a community is positively associated with HIV prevalence, while a higher level of male circumcision in a county is protective for both men and women. The effects of these factors are stronger for men than women at both individual and contextual (community/county) levels. These cultural practices and associated risk factors partly explain existing ethnic differences in HIV prevalence in Kenya, but there remain significant ethnic variations that are not explained by these cultural practices or related sexual behaviour factors. These call for stronger empirical evidence to offer stronger theoretical explanations and inform effective policy and practice to address HIV epidemic in adversely affected communities in Kenya and similar settings in sub-Saharan Africa.