We examined PrEP use, condomless anal sex (CAS), and PrEP adherence among men who have sex with men (MSM) attending sexual health clinics in Wales, UK. In addition, we explored the association between the introduction of measures to control transmission of SARS-CoV-2 on these outcomes. We conducted an ecological momentary assessment study of individuals in receipt of PrEP in Wales. Participants used an electronic medication cap to record PrEP use and completed weekly sexual behaviour surveys. We defined adherence to daily PrEP as the percentage of CAS episodes covered by daily PrEP (preceded by ≥3 days of PrEP and followed by ≥2 days). Sixty participants were recruited between September 2019 and January 2020. PrEP use data prior to the introduction of control measures were available over 5785 person-days (88%) and following their introduction 7537 person-days (80%). Data on CAS episodes were available for 5559 (85%) and 7354 (78%) person-days prior to and following control measures respectively. Prior to the introduction of control measures, PrEP was taken on 3791/5785 (66%) days, there were CAS episodes on 506/5559 (9%) days, and 207/406 (51%) of CAS episodes were covered by an adequate amount of daily PrEP. The introduction of pandemic-related control measures was associated with a reduction in PrEP use (OR=0.44, 95%CI:0.20-0.95), CAS (OR=0.35, 95%CI:0.17-0.69), and PrEP adherence (RR=0.55, 95%CI:0.34-0.89) and this may have implications for the health and wellbeing of PrEP users and, in addition to disruption across sexual health services, may contribute to wider threats across the HIV prevention cascade.