This paper draws on anthropological research exploring women's changing sexuality within an urban context of Tanzania. The women involved were participating in an HIV prevention trial and worked in bars, restaurants, hotels and nightclubs, or sold local beer or food in Mwanza city. In ethnographic fieldwork and interviews and group discussions with women, narratives about sexuality focused on gendered and moral discourses of sexuality, the commodification of sexuality, and emotions and intimacy in relationships. This paper discusses how women's sexual subjectivies are shaped by a city where social, structural and economic changes over an era of neoliberalism and AIDS has created both disciplinary and liberalising spaces in which gendered and moral discourses of sexuality have emerged.