We investigated condom and lubricant use, rectal cleansing and rectal gel use for penile-anal intercourse (PAI), during in-depth interviews with women from South Africa, Uganda and Zimbabwe who formerly participated in VOICE, a five-arm HIV prevention trial of two antiretroviral tablets and a vaginal gel. Few studies have addressed practices related to PAI among women; existing data from Africa on condom and lubricant use for PAI, as well as preparatory practices of PAI such as rectal cleansing, are limited to men who have sex with men. Women demonstrated a lack of awareness of HIV transmission risks of PAI and none of the participants reported using condom-compatible lubricants for PAI. Participants described a variety of preparatory rectal cleansing practices. Some participants disclosed rectal use of the vaginal study gel. Understanding practices related to PAI in Africa is critical to microbicide development, as these practices are likely to influence the acceptability, feasibility, and use of both vaginal and rectal microbicide products.