From 1990 through 2002, 25,250 anonymous and free HIV tests were performed at a testing site, which carried out the majority (85%) of anonymous testing in Belgium. During the same period, approximately 7.3 million confidential tests were registered nationwide. The rate of new HIV infections diagnosed at the anonymous testing site was 11.1/1000 tests; it was significantly higher than the rate observed among confidential tests (relative risk = 7.41; P < 0.0001). New HIV cases diagnosed through anonymous testing include a higher proportion of young adults (42.0% versus 32.5% in confidential testing; P < 0.001) and a higher proportion of men who have sex with men (32.7% vs. 25.9% in confidential testing; P < 0.02). Anonymous and free HIV testing was particularly sought by persons with higher infection risk, and efficiently contributed to HIV diagnosis in this population. Anonymous and free testing should be and remain an accessible alternative integrated in HIV testing policies.