During an outbreak of hepatitis A predominantly among men who have sex with men (MSM) in Copenhagen, Denmark, in 2004, we did a case-control study to determine risk factors for infection. A case was an MSM >17 years, living in Copenhagen, with IgM positive hepatitis A infection diagnosed between June and August 2004, and without a household contact with a hepatitis A case before onset of illness. Controls were selected at the Copenhagen Pride Festival. The study included 18 cases and 64 controls. Sixteen of 18 cases and 36/63 controls had sex with casual partners (ORMH 5.6, 95% CI 1.2-26.9). Eleven of 18 cases and 14/62 controls had sex in gay saunas (ORMH 4.2, 95% CI 1.5-11.5). Sex at private homes appeared to be protective (ORMH 0.2, 95% CI 0.1-0.7). Casual sex including sex in gay saunas was an important risk factor for the spread of HAV among MSM in Copenhagen. The results are in accordance with findings in other European outbreaks. As the general immunity to hepatitis A decreases and the outbreak potential increases, we recommend health education and hepatitis A vaccination to all MSM not living in monogamous relationships, especially if they visit gay saunas or other places with frequent partner change. To stop spread of hepatitis A among MSM in Europe, a European consensus on prevention and control measures may be required.