Background The HIV/AIDS epidemic continues to threaten the health and wellbeing of millions in the United States and worldwide. Syndemic theory suggests that HIV/AIDS can cooccur with other afflictions. As close to 20% of US adults live with a mental health condition, it is critical to understand the correlation between HIV risk behaviors and mental health needs, as well as protective factors such as social support in intervening the association between mental distress and HIV risk behaviors. Furthermore, as past research has shown mixed results concerning the function of social support on HIV risks by gender, it is important to conduct a gender-specific analysis. Methods To assess the relationship between mental health needs, social support, and HIV risk behaviors, and to assess if social support can be a buffer, weakening the effect of mental health needs on HIV risk, in 2018, we analyzed representative, cross-sectional data from 2016 BRFSS collected from 33,705 individuals from four states in the United States, stratified by gender. Weighted logistic regression analyses, adjusted for age, race, marital status, education, and annual income, assessed the correlation between mental health needs, social support, and HIV risk behaviors. Furthermore, interaction analyses were performed to see if social support modifies the slope of mental health needs as a function of HIV risk behaviors. Results For both genders, the odds of participating in HIV risk behaviors increase with mental health needs and decrease with the level of social support. Furthermore, social support mitigates the association between mental health needs and HIV risk behavior involvement for males, as males receiving high level of social support have least odds of HIV risk behaviors relative to males receiving low level of social support. Notably, for females, social support does not serve as a buffer against HIV risk behaviors when their mental health needs increase. Conclusion The study contributes to the knowledge base of HIV prevention and highlights the important role of mental health and social support against HIV risk behaviors when developing gender-specific prevention strategies.