Objective To determine the prevalence and possible variables associated with anal intraepithelial neoplasia and anal cancer in immunocompetent women with high-grade cervical intraepithelial neoplasia. Methods A cross-sectional study involving immunocompetent women with a histological diagnosis of high-grade cervical intraepithelial neoplasia and cervical cancer, conducted between January 2016 and September 2020. All women underwent anal cytology and answered a questionnaire on characterization and potential risk factors. Women with altered cytology were submitted to anoscopy and biopsy. Results A total of 69 women were included in the study. Of these, 7 (10.1%) had abnormal anal cytology results: (high-grade lesion, atypical squamous cells of undetermined significance, and atypical squamous cells, cannot exclude high-grade lesions: 28,5% each; low grade lesion: 14,3%). Of the anoscopies, 3 (42.8%) showed alterations. Of the 2 (28,5% of all abnormal cytology results) biopsies performed, only 1 showed low-grade anal intraepithelial neoplasia. The average number of pregnancies, vaginal deliveries, and abortions was associated with abnormal anal cytology. However, the highest mean regarding the cesarean sections was associated with normal cytology. Conclusion The prevalence of anal intraepithelial neoplasia was compatible with data from recent studies, especially those conducted in Brazil. Opportunistic screening for anal intraepithelial neoplasia in this high-risk population should be considered. Anal cytology is suitable for this purpose, due to its low cost and feasibility in public health services.