In sub-Saharan Africa, women bear a disproportionate burden of HIV/AIDS while also facing economic and gender inequalities. To explore the association of women's economic contribution and relationship status with risky sexual behaviour, this study analysed cross-sectional data from 626 women aged 22 to 84 in rural South Africa. All women were enrolled in a microfinance plus gender training programme (Intervention with Microfinance for AIDS and Gender Equity (IMAGE)). We used univariable and multivariable logistic regression to explore the associations of relationship status and women's household income contribution with inconsistent condom use, multiple sexual partners and transactional sex, respectively. We found that married, older women had the highest odds of inconsistent condom use, while those contributing all the household income had higher odds of multiple sexual partnerships, but lower odds of transactional sex compared to those with no contribution. Income contribution and relationship status have a nuanced relationship with sexual risk behaviours. Thus, economic strengthening interventions should target relevant vulnerable women while also addressing the broader social and economic drivers of risky sexual behaviour.