Cisgender gay, bisexual, and other men who have sex with men (MSM) in Mexico experience disparities in sexual health outcomes, perhaps most notably in HIV prevalence, HIV testing and status awareness, and condom use. Sexual behavior stigma, underpinned by socio-structural factors specific to Mexico (e.g., machismo), uniquely shapes these sexual health disparities. However, few reliable, valid measures are available to document, track, and ultimately mitigate sexual behavior stigma in this context. Exploratory and confirmatory factor analyses were performed on responses to a 13-item sexual behavior stigma scale from 15,681 MSM recruited online across Mexico. Associations with extracted factors were tested to assess construct validity. Three subscales were identified in exploratory factor analysis and validated in confirmatory factor analysis: “stigma from family and friends” (α = 0.65), “anticipated healthcare stigma” (α = 0.84), and “general social stigma” (α = 0.70). External construct validity was indicated through each subscale’s strong association (all p < 0.001) with perceived community intolerance of MSM and perceived community discrimination toward people living with HIV. These subscales show promise as reliable, valid measures for assessing sexual behavior stigma among MSM in Mexico, and as tools for documenting and tracking sexual behavior stigma trends, comparing regional burdens of sexual behavior stigma, and tracking the progress of stigma-mitigation interventions among MSM in Mexico. Future research is needed to understand the extent to which each subscale is differentially associated with sexual (and other) health outcomes, which can inform the development and implementation of uniquely tailored stigma-mitigation, HIV-prevention, HIV-care, and other needed interventions for MSM in Mexico.