Despite substantial global efforts to reduce HIV-related stigma, stigma and discrimination remain widespread and are among the most poorly understood aspects of the epidemic. However, there has been little research on whether HIV stigma in a country is associated with HIV prevalence. This article offers a socioecological perspective for understanding HIV stigma in a context of HIV prevalence. Using two international data sets (the UNAIDS 2009 HIV Epidemiological Report and the World Values Survey), we investigated whether and how HIV prevalence is associated with individual- and country-level HIV stigma. Results showed that in countries with higher HIV prevalence, people reported less HIV stigma (Studies 1 & 2). HIV knowledge mediated the relationship between HIV prevalence and stigma (Study 2). People in countries with higher HIV prevalence reported more knowledge about HIV transmission, which reduced their stigmatizing attitudes. These findings suggest that stigma-reduction programs should incorporate a socioecological perspective and consider the roles of prevalence rate of and knowledge of the disease.