Background: Mortality among HIV-infected individuals may differ by sex and mode of HIV acquisition. We studied mortality among women, heterosexual men, and men who have sex with men (MSM) in a cohort from Rio de Janeiro, Brazil. Methods: HIV-infected adults followed at Instituto Nacional de Infectologia Evandro Chagas from 2000–2011 were included. Cox proportional hazards models accounting for competing risks were used to explore risk factors for AIDS and non-AIDS related deaths. Findings—2224 individuals were included (36·7%[817/2224] women, 24·9%[554/2224] heterosexual men, and 38·4% [853/2224] MSM). Throughout the study period, 103 deaths occurred: 64 due to AIDS-related causes, 31 due to non-AIDS related causes and 8 of unknown causes. In unadjusted analyses, compared to women, hazard of AIDS-related deaths was higher for heterosexual men (hazard ratio [HR] 3·52, 95% confidence interval [95%CI] 1·30–9·08) and for MSM (HR 2·30, 95%CI 0·89–5·94). After adjusting for confounders, excess risk of AIDS-related death observed for heterosexual men was attenuated (aHR 1·99, 95%CI 0·75–5·25, pvalue=0.163), but unchanged for MSM (aHR 2·24, 95%CI 0·82–6·11, p-value=0.114). Non-AIDS related mortality did not differ by group. Interpretation: Compared to women, increased risk of AIDS-related death among heterosexual men was partially mitigated by risk factors for AIDS mortality while excess risk observed among MSM was unchanged. Further study of reasons for AIDS-related mortality disparity by mode of transmission is needed.