We tested the feasibility and acceptability of a group therapy treatment that addresses the intersecting stigma-related stressors theorized to drive elevated mental health risk, sexual health risk, and their co-occurrence among Black and Latino gay, bisexual, and other men who have sex with men (GBM). First, we modified an existing 10-week, one-on-one, cognitive–behavioral treatment addressing co-occurring health risks among GBM to develop a group-based, intersectionally informed treatment for GBM of color. Then, an open pilot was conducted (n = 21, across two cohorts) with young Black and Latino GBM. An evaluation of feasibility metrics (e.g., eligibility–enrollment ratio, session attendance, rate of retention) supported overall treatment feasibility. Qualitative data suggest high acceptability of the treatment length, format, and content—and revealed a powerful theme: The treatment and group composition led participants to feel less alone as GBM of color. To further evaluate acceptability, baseline and 3-month posttreatment assessments and exit interviews were used to examine the treatment’s impact on stigma coping, mental health, and sexual health. Expected changes were found for: (a) stigma coping, as demonstrated by decreases in perceived sexual minority stress, racial minority stress, and intersectional stress; (b) mental health, including depression, anxiety, stress, and suicidality, but not alcohol use; and (c) sexual health, including condom use efficacy, sexual compulsivity, and preexposure prophylaxis uptake; with partial support for decreased in human immunodeficiency virus; HIV-transmission risk acts. This study lays the groundwork for a group treatment to address intersectional stigma, mental health, and HIV risk among young Black and Latino GBM in the U.S.