Objective Human papillomavirus–related anal cancer rates are increasing and are particularly high in gay, bisexual and other men who have sex with men (GBM/MSM), especially HIV‐positive individuals. Although screening programs for high‐risk populations have been advocated, concerns about possible adverse psychological consequences exist. This study aimed to investigate GBM/MSM's experience, understanding and emotional response to screening techniques for anal cancer to determine how best to minimise psychological distress in future programs. Methods In‐depth qualitative face‐to‐face interviews were conducted with 21 GBM/MSM participating in the “Study of the Prevention of Anal Cancer” in Sydney, Australia, between June 2013 and June 2014. Nonrandom, purposive sampling was used to ensure heterogeneity with respect to HIV status and screening test results. Framework analysis method was used to organise the data and identify emerging themes. Results Knowledge about anal cancer, human papillomavirus and the link between them was limited. Abnormal screening results affected participants' sense of well‐being and were associated with anxiety and concern about developing anal cancer. HIV‐negative men receiving abnormal results showed higher levels of distress compared to their HIV‐positive counterparts. Consultations with general practitioners about abnormal results had an important role in increasing participants' understanding and in moderating their anxiety. Conclusion Anal cancer screening should be accompanied by health education around anal cancer, its aetiology and the meaning of associated test results. Simple and effective communication strategies should be encouraged. Collaboration with general practitioners could assist the process of education and reporting test results.