In recent years, prevalence of Human Immunodeficiency Virus (HIV) has increased substantially in Bali, Indonesia, in men who have sex with men (MSM) and transgender women, known locally as ‘waria’. There are limited behavioural data in this population. We conducted a behavioural survey of MSM/waria in Bali in March–April 2018. Respondents were primarily recruited by HIV outreach workers. Respondents reported details about anal intercourse events with their last male/waria romantic partner and/or last male/waria casual partner (respondents could report on both if relevant). Statistical significance was tested with generalised estimating equations. Among 709 participants, median age was 27 (interquartile range = 24–31), and 92.1% were male and 7.9% were waria. One-third were born in Bali. Overall, 85.9% had ever had an HIV test; 55.1% reported being HIV-negative, 15.0% HIV-positive, and 30.0% had unknown serostatus. Most (86.5%) reported sex with men, 9.5% with waria, and 20.0% with women in the previous 6 months. Respondents described 703 anal intercourse events (397/306 with romantic/casual partners, respectively; 191 reported on both). Over half (56.5%) of the events were protected by condoms and 7.3% by biomedical prevention (2.6% by PrEP in either partner, 4.7% by HIV treatments in either partner). Thus, 36.3% of events involved unprotected condomless anal intercourse (40.8%/30.4% in romantic/casual partners, respectively). In multivariate analysis, unprotected condomless anal intercourse events were associated with romantic partners (p < 0.001), being born in Bali (p = 0.002), lower education (p = 0.013), believing that withdrawal before ejaculation is effective (p < 0.001), liking to use withdrawal (p = 0.021), and not liking condoms (p < 0.001). One-quarter of events had potentially reduced HIV transmission risk through non-condom-based risk reduction strategies, while 11.1% had no potential risk reduction. Events presenting the highest potential risk of HIV transmission were more commonly reported by respondents born in Bali.