Human Immunodeficiency Virus (HIV)/acquired immunodeficiency syndrome (AIDS) poses a significant public health challenge for the people of Uganda. The application of sex education on HIV/AIDS has been promoted for a long time, and it can improve university students’ knowledge and their attitude towards the disease. This study explores the intricate relationships between sex education, knowledge, and attitudes toward HIV/AIDS among Kampala International University (KIU) students using a Structural Equation Model (SEM) approach. A cross-sectional design was employed, and data was collected from 425 students using a stratified sampling technique. Data analysis was performed using statistical package for the social sciences (SPSS), Python, Smart PLS, and Minitab software, applying logistic regression and SEM for model construction. The SEM analysis showed positive and significant relationships between sex education, HIV/AIDS knowledge, and attitudes. Further, the results indicated that 13.6% of the variability in knowledge towards HIV/AIDS is explained by sex education, and 34.9% of knowledge influences attitudes toward HIV/AIDS. This study concluded that comprehensive sex education significantly enhanced KIU students’ knowledge of HIV/AIDS, thereby positively impacting their attitudes toward the disease. It is recommended to integrate sex education into the university curriculum to reinforce preventive efforts against HIV/AIDS.