For a quarter of century, mathematical models have been used to study the spread and control of HIV amongst men who have sex with men (MSM). We searched MEDLINE and EMBASE databases up to the end of 2010 and reviewed this literature to summarise the methodologies used, key model developments, and the recommended strategies for HIV control amongst MSM. Of 742 studies identified, 127 studies met the inclusion criteria. Most studies employed deterministic modelling methods (80%). Over time we saw an increase in model complexity regarding antiretroviral therapy (ART), and a corresponding decrease in complexity regarding sexual behaviours. Formal estimation of model parameters was carried out in only a small proportion of the studies (22%) while model validation was considered by an even smaller proportion (17%), somewhat reducing confidence in the findings from the studies. Nonetheless, a number of common conclusions emerged, including (1) identification of the importance of assumptions regarding changes in infectivity and sexual contact rates on the impact of ART on HIV incidence, that subsequently led to empirical studies to gather these data, and (2) recommendation that multiple strategies would be required for effective HIV control amongst MSM. The role of mathematical models in studying epidemics is clear, and the lack of formal inference and validation highlights the need for further developments in this area. Improved methodologies for parameter estimation and systematic sensitivity analysis will help generate predictions that more fully express uncertainty, allowing better informed decision making in public health.