Food insecurity (FI) is associated with higher-risk sexual behavior in some studies. However, the overlap between FI and socioeconomic status (SES) has been poorly described. The study objectives were to: (1) determine the relationship between household FI and four dimensions of SES among sexually active Tanzanian women in farming households: expenditures, assets, flooring material of the home, and land ownership; and (2) determine whether FI is associated with higher-risk sexual behavior and relationship power. In male-headed households, FI was associated with assets, flooring material, and land ownership but not expenditures. There was no association between FI and the four dimensions of SES in female-headed households. Among women in male-headed households, but not female household heads themselves, severe FI was associated with a non-significant increase in the likelihood of being in a relationship because of material goods [adjusted prevalence ratio (PRa) = 1.76, 95 % confidence interval (CI) 0.81, 3.81] and was inversely associated with being able to ask partners to use condoms (PRa = 0.47, 95 % CI 0.25, 0.88). There was not a strong association between food security and relationship power. Our findings suggest that the association between FI and HIV risk behavior may differ depending on the type of household.