The Global AIDS Strategy 2021-2026 identifies adolescent girls and young women (AGYW) as a priority population for HIV prevention, and recommends differentiating intervention portfolios geographically based on local HIV incidence and individual risk behaviours. We estimated prevalence of HIV risk behaviours and associated HIV incidence at health district level among AGYW living in 13 countries in sub-Saharan Africa. We analysed 46 geospatially-referenced national household surveys conducted between 1999-2018 across 13 high HIV burden countries in sub-Saharan Africa. Female survey respondents aged 15-29 years were classified into four risk groups (not sexually active, cohabiting, non-regular or multiple partner[s] and female sex workers [FSW]) based on reported sexual behaviour. We used a Bayesian spatio-temporal multinomial regression model to estimate the proportion of AGYW in each risk group stratified by district, year, and five-year age group. Using subnational estimates of HIV prevalence and incidence produced by countries with support from UNAIDS, we estimated new HIV infections in each risk group by district and age group. We then assessed the efficiency of prioritising interventions according to risk group. Data consisted of 274,970 female survey respondents aged 15-29. Among women aged 20-29, cohabiting (63.1%) was more common in eastern Africa than non-regular or multiple partner(s) (21.3%), while in southern countries non-regular or multiple partner(s) (58.9%) were more common than cohabiting (23.4%). Risk group proportions varied substantially across age groups (65.9% of total variation explained), countries (20.9%), and between districts within each country (11.3%), but changed little over time (0.9%). Prioritisation based on behavioural risk, in combination with location- and age-based prioritisation, reduced the proportion of population required to be reached in order to find half of all expected new infections from 19.4% to 10.6%. FSW were 1.3% of the population but 10.6% of all expected new infections. Our risk group estimates provide data for HIV programmes to set targets and implement differentiated prevention strategies outlined in the Global AIDS Strategy. Successfully implementing this approach would result in more efficiently reaching substantially more of those at risk for infections