Sexually transmitted infections (STIs) are common among people living with human immunodeficiency virus (HIV) (PLWH). This nationwide register study linked HIV and STI registries to examine STI trends before and after HIV diagnosis in Finland 1995–2019 among all PLWH residing in the country. Analysed STIs were chlamydia, gonorrhoea, syphilis, and hepatitis B and C. An extended Cox model assessed factors associated with STI events. Among 3,775 PLWH (mean follow-up 17.9 person-years), 71% had no STIs, 17% had one, and 12% had two or more. Overall, 10.7% had an STI before HIV diagnosis and 18.1% after. STI incidence was 32 per 1,000 person-years and increased over time, although chlamydia and gonorrhoea declined. STI risk was highest among men who have sex with men (MSM) and lowest among people who inject drugs; it remained stable or declined after HIV diagnosis. STIs before HIV diagnosis offer opportunities for HIV testing and pre-exposure prophylaxis promotion. As most had no STIs other than HIV, HIV testing should not be limited to STI screening but also performed in other indicator conditions. After HIV diagnosis, accessible low-threshold STI testing, particularly for MSM, and consideration of doxycycline prophylaxis may benefit those at highest risk.