Risk perception has been found to be a crucial factor explaining inconsistent or non-use of HIV prevention interventions. Considerations of risk need to expand beyond risk of infection to also include the personal, social, emotional, and economic risks associated with prevention intervention use. This systematic review of qualitative peer-reviewed literature from sub-Saharan Africa examines perceptions of risk associated with HIV infection and HIV prevention intervention use. We searched Medline, Embase, PsychInfo, Africa Wide Info, CINAHL, and Global Health for publications and screened them for relevance. Peer-reviewed qualitative studies published since 2003 were eligible for inclusion if they examined risk perception or uncertainty in the context of a medically regulated intervention. Only studies focusing on adults were included. Included publications were quality assessed using the Hawker method and coded thematically. 10318 unique papers were identified, of which 29 are included. Among the themes identified, a particularly salient one was the potential of HIV prevention interventions to threaten the stability of a relationship and impact on how and when people may-or may not-choose to use prevention interventions. This literature review excludes grey-literature, which may have distinct valuable insights. We also excluded quantitative studies that may have challenged or triangulated our findings. When considering the risk of HIV acquisition, it is insufficient to examine biological risk in isolation from the personal, relational and economic costs associated with intervention use. This loss of emotional, physical, or material support may be perceived as more consequential than the prevention of a potential infection.