Little is known about whether young people in sub-Saharan Africa use the timing of marriage as a strategy to avoid HIV infection. Using five rounds of longitudinal data from the Malawi Schooling and Adolescent Survey, we do not find support for the hypothesis that young women’s perceived chances of future HIV infection are associated with the transition to marriage, but do find evidence that young married women who see themselves at risk of future infection have a higher hazard of divorce relative to women who perceive no chance of future infection. We also use individual level fixed effect regressions to examine how the transition to marriage affects respondents’ expectations of future HIV infection. Respondents are consistently more likely to perceive any chance of future HIV infection in the years following marriage. Our findings suggest that young women revise their risk perceptions based on their marital experiences, and that divorce may serve as a protective strategy for young married women concerned about their chance of future HIV infection.