This study used qualitative methods to assess why women engage in heterosexual anal (receptive) intercourse (AI) with a male partner. Four focus groups which comprised women from diverse ethnicities were conducted. All groups were digitally recorded for transcription; transcripts were analyzed using the methods of grounded theory to determine themes. Women’s reasons for engaging in anal intercourse with a male partner can be described in broad categories including that the women wanted to have anal intercourse, either because of their own desire, to please a male partner, or they were responding to a quid pro quo situation. The riskiness of AI was assessed within relationship contexts. Past experience with AI including emotional and physical reactions was identified. Among the negative physical experiences of AI were pain and disliking the sensation, and uncomfortable side effects, such as bleeding of the rectum. Negative emotional experiences of AI included feelings of shame, disgust, and being offended by something her male partner did, such as spitting on his penis for lubrication. Positive physical experiences included liking the sensation. Many of the women also endorsed positive emotional experiences of AI, including that it was more intimate than vaginal sex, and that it was something they reserved only for special partners. The majority of AI episodes were unplanned and not discussed prior to initiation. Pain during AI was mitigated by the use of lubricants or illicit drugs. Even those women who found pleasure in AI expressed a preference for vaginal intercourse.