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Introduction: HIV disproportionately affects women in Sub-Saharan Africa. Swaziland bears the highest HIV prevalence of 41% among pregnant women in this region. This heightened HIV-epidemic reflects the importance of context-specific interventions. Apart from routine HIV surveillance, studies that examine structural and behavioral factors associated with HIV infection among women may facilitate the revitalization of existing programs and provide insights to inform context-specific HIV prevention interventions. Methods and Findings: This cross-sectional study employed a two-stage random cluster sampling in ten antenatal health care facilities in the Hhohho region of Swaziland in August and September 2015. Participants were eligible for the study if they were 18 years or older and had tested for HIV. Self-administered tablet-based questionnaires were used to assess HIV risk factors. Of all eligible pregnant women, 827 (92.4%) participated, out of which 297 (35.9%) were self-reportedly HIV positive. Among structural factors, family function was not significantly associated with self-reported HIV positive status, while lower than high school educational attainment (AOR, 1.65; CI, 1.14–3.38; P = 0.008), and income below minimum wage (AOR, 1.81; CI, 1.09–3.01; P = 0.021) were significantly associated with self-reported HIV positive status. Behavioral factors significantly associated with reporting a positive HIV status included; ≥2 lifetime sexual partners (AOR, 3.16; CI, 2.00–5.00; P<0.001), and ever cohabited (AOR, 2.39; CI, 1.66–3.43; P = 0.00). The most cited reason for having multiple sexual partners was financial gain. HIV/AIDS-related knowledge level was high but not associated to self-reported HIV status (P = 0.319). Conclusions: Structural and behavioral factors showed significant association with self-reported HIV infection among pregnant women in Swaziland while HIV/AIDS-related knowledge and family function did not. This suggests that HIV interventions should be reinforced taking into consideration these findings. The findings also suggest the importance of future research sensitive to the Swazi and African sociocultural contexts, especially research for family function. [ABSTRACT FROM AUTHOR]