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Introduction: To investigate the association between individual and community‐level measures of HIV stigma and HIV incidence within the 21 communities participating in the HPTN (071) PopART trial in Zambia and South Africa. Methods: Secondary analysis of data from a population‐based cohort followed‐up over 36 months between 2013 and 2018. The outcome was rate of incident HIV infection among individuals who were HIV negative at cohort entry. Individual‐level exposures, measured in a random sample of all participants, were: (1) perception of stigma in the community, (2) perception of stigma in health settings and (3) fear and judgement towards people living with HIV. Individual‐level analyses were conducted with adjusted, individual‐level Poisson regression. Community‐level HIV stigma exposures drew on data reported by people living with HIV, health workers and community members. We used linear regression to explore the association between HIV stigma and community‐level HIV incidence. Results: Among 8172 individuals who were HIV negative and answered individual‐level stigma questions at enrolment to the cohort, there was no evidence of a statistically significant association between any domain of HIV stigma and risk of incident HIV infection. Among the full cohort of 26,110 individuals among whom HIV incidence was measured, there was no evidence that community‐level HIV incidence was associated with any domain of HIV stigma. Conclusions: HIV stigma is often cited as a barrier to the effectiveness of HIV prevention programming. However, in the setting for the HPTN 071 "PopART trial," measured stigma alone was not associated with the risk of HIV infection. [ABSTRACT FROM AUTHOR]