Pillow Talk is a longitudinal study looking at mental health and HIV transmission risks among sexually active gay and bisexual men. Participants keep a 30-day daily diary of their mood, sexual behavior, and substance use once when joining the study, and again 12 months later. Interim assessments also include neurocognitive testing and qualitative and quantitative interviewing. Utilizing a multi-methods research approach, the study was designed to identify predictors of risk behavior in a sample of men who have similar levels of sexual behavior but differing levels of risk. The use of both timeline follow-back (a form of retrospective sexual reporting) and daily diary will help to identify the best ways to measure sexual and risk behavior with implications for future research. In addition to standard multivariate data analyses (e.g. regression), the study is designed and powered to test innovative biopsychosocial models in both multi-level and structural equation modeling. The primary goal of this project is to identify ways to improve the sexual and mental health of gay and bisexual men that will have implications for both researchers and practitioners.