Aim: The objective was to describe the exchange students’ health and sexual behaviour associated with their exchange studies, and examine the extent to which they had received preventive efforts against human immunodeficiency virus (HIV)/sexually transmitted infection (STI) and safer sex before departure. Methods: A cross-sectional study was conducted based on a web survey with questions about sexual behaviour, self-esteem and psychological well-being. Data were analysed using descriptive and analytical statistics. Results: A total of 136 outgoing exchange students from a Swedish University participated. Most of the exchange students rated their health as good, had psychological well-being and rated their self-esteem as being high. Approximately half of the exchange students had sex with a new partner during the exchange semester, and 87% of them had sexually risky behaviour. More than half (61%) of the exchange students had received preventive efforts before departure. No statistically significant difference regarding preventive information was found between those who reported sexually risky behaviour and those who did not. The group that had sexually risky behaviour desired free condoms and access to clinics for sexual health. Conclusions: Exchange students rated their health as good, and the majority of them participated in information sessions that addressed preventive efforts on HIV/STI and safer sex before departure. Sexually risky behaviour during exchange studies was reported and highlights the need for more effective preventive measures; for example, a recollection of reading STI information.