Membership of indigenous local community groups was protective against HIV for women, but not for men, in eastern Zimbabwe during the period of greatest risk reduction (1999–2004). We use four rounds of data from a population cohort to investigate: (1) the effects of membership of multiple community groups during this period; (2) the effects of group membership in the following five years; and (3) the effects of characteristics of groups hypothesised to determine their effect on HIV risk. HIV incidence from 1998 to 2003 was 1.18% (95% CI: 0.78–1.79%), 0.48% (0.20–1.16%) and 1.13% (0.57–2.27%), in women participating in one, two and three or more community groups at baseline versus 2.19% (1.75–2.75%) in other women. In 2003–2005, 36.5% (versus 43% in 1998–2000) of women were members of community groups, 50% and 56% of which discussed HIV prevention and met with other groups, respectively; the corresponding figures for men were 24% (versus 28% in 1998–2000), 51% and 58%. From 2003 to 2008, prior membership of community groups was no longer protective against HIV for women (1.13% versus 1.29%, aIRR = 1.25; p = 0.23). However, membership of groups that provided social spaces for dialogue about HIV prevention (0.62% versus 1.01%, aIRR = 0.54; p = 0.28) and groups that interacted with other groups (0.65% versus 1.01%, aIRR = 0.51; p = 0.19) showed non-significant protective effects. For women, membership of a group with external sponsorship showed a non-significant increase in HIV risk compared to membership of unsponsored groups (adjusted odds ratio = 1.63, p = 0.48). Between 2003 and 2008, membership of community groups showed a non-significant tendency towards higher HIV risk for men (1.47% versus 0.94%, p = 0.23). Community responses contributed to HIV decline in eastern Zimbabwe. Sensitive engagement and support for local groups (including non-AIDS groups) to encourage dialogue on positive local responses to HIV and to challenge harmful social norms and incorrect information could enhance HIV prevention.