The sexual transmission of HIV is very inefficient, presumably because mucosal immune defences prevent infection after most exposures. Since numerous genital immune factors have antiviral effects in vitro, their elucidation might greatly inform the microbicide and HIV prevention fields, particularly in the context of HIV-exposed but persistently seronegative (ESN) individuals. However, several important confounders must be considered in such research. First, sound epidemiological criteria are needed to define individuals as ESN. Then, since high-risk sexual activity is commonly one of these criteria, its potential impact on genital immunology must be carefully considered, both the direct effects of sex and the secondary immune effects of genital co-infections. This means that it may be very difficult to determine whether differences in genital immunology between ESN and control groups are responsible for HIV protection, or are a consequence of high-risk sexual activity. To overcome this confounding, the demographics and epidemiology of ESN cohorts must be described very carefully, thorough co-infection diagnostics must be performed and, if possible, prospective studies with an endpoint of HIV acquisition should be performed to define the direction of causality.