Stigma remains a significant burden for people living with HIV and while studies have examined the impacts of gender, ethnicity, and sexual orientation on stigma separately, little is known about how these factors may intersect and potentially exacerbate levels of stigma. This study examines how these intersecting social positions may relate to levels of internalised, enacted and anticipated HIV stigma. Participants were recruited in Ontario, Alberta, and Québec (n = 1040) as part of the People Living with HIV Stigma Index study in Canada. Three-way interaction models were constructed by creating interaction terms from the product of gender, ethnicity, and sexual orientation variables that predicted each type of stigma. Levels of internalised, enacted and anticipated stigma were consistent across most intersecting groups; however, people occupying certain intersections experienced significantly higher levels of stigma. Three-way interaction analyses showed that for internalised stigma, people at the intersection of African/Caribbean/Black, lesbian, cis-women identities had significantly higher scores (b = 0.90, p = 0.06), while people at the intersection of Indigenous, lesbian, and cis-women identities had higher scores for enacted stigma (b = 1.21, p = 0.01) compared to the White, heterosexual, cis-men reference group. Interventions designed for populations that take intersectionality into account may be effective in reducing HIV stigma, although more quantitative intersectionality work must be done to understand these implications fully.