Objective: To estimate HIV incidence and prevalence in Windhoek, Namibia and to analyze socio-economic factors related to HIV infection. Method: In 2006/7, baseline surveys were performed with 1,753 private households living in the greater Windhoek area; follow-up visits took place in 2008 and 2009. Face-to-face socio-economic questionnaires were administrated by trained interviewers; biomedical markers were collected by nurses; GPS codes of household residences were recorded. Results: The HIV prevalence in the population (aged>12 years) was 11.8% in 2006/7 and 14.6% in 2009. HIV incidence between 2007 and 2009 was 2.4 per 100 person year (95%CI = 1.9-2.9). HIV incidence and prevalence were higher in female populations. HIV incidence appeared non-associated with any socioeconomic factor, indicating universal risk for the population. For women a positive trend was found between low per-capita consumption and HIV acquisition. A HIV knowledge score was strongly associated with HIV incidence for both men and women. High HIV prevalence and incidence was concentrated in the north-western part of the city, an area with lower HIV knowledge, higher HIV risk perception and lower per-capita consumption. Discussion: The HIV incidence and prevalence figures do not suggest a declining epidemic in Windhoek. Higher vulnerability of women is recorded, most likely related to economic dependency and increasing transactional sex in Namibia. The lack of relation between HIV incidence and socio-economic factors confirms HIV risks for the overall urban community. Appropriate knowledge is strongly associated to lower HIV incidence and prevalence, underscoring the importance of continuous information and education activities for prevention of infection. Geographical areas were identified that would require prioritized HIV campaigning. © 2011 Aulagnier et al.