People diagnosed with severe mental illness (SMI) are at greater risk of HIV than the general population. However, little attention has been given to how best to reduce sexual risk taking in this group. The aim of the review was to evaluate the effectiveness of behavioural interventions to promote sexual safety behaviour in people diagnosed with SMI. A comprehensive search of relevant databases was undertaken, and studies were included if they were randomized, controlled trials; behavioural intervention related to sexual behaviour; included adults diagnosed with SMI; and if a behavioural outcome was reported. The Cochrane Assessment of Bias Tool was used. Of the initial 515 papers identified, 11 trials were included for quality assessment and data extraction. The studies were heterogeneous in content and dose of intervention, as well as outcome measure and follow-up periods, and all had some risk of bias. Four of the studies demonstrated significant improvement in safer sexual behaviour at follow up, but this effect diminished over time. The effect sizes were extremely variable. There is emerging evidence to suggest that a behavioural intervention has the potential to reduce sexual risks in people diagnosed with SMI. However, further high-quality research is needed in this area.