Since 1985, the Gay Press Survey, based on a convenience sample, has been collecting data on the lifestyles and sexual risk-reduction behaviors of men who have sex with men (MSM) through an anonymous self-administered questionnaire (Bochow et al., 2003). Initially distributed in the gay press, the questionnaire has also been available online since 2004 via news and gay dating websites. From May 15 to July 15, 2011, the Gay Press survey was conducted again and ultimately collected 10,587 questionnaires from MSM residing in France: 1,084 from the press and 9,503 from the Internet. This article aims to describe the methodology developed, followed by the main results, comparing the two data collection methods. The advantages and limitations of using the Internet versus paper in convenience surveys are discussed.