Autonomy support is a concept that is derived from self-determination theory. Autonomy refers to the freedom to act as one chooses. The current study aimed to examine if autonomy support was associated with dried blood spot validated pre-exposure prophylaxis (PrEP) adherence, and whether the association was mediated by PrEP adherence goal setting and progress toward PrEP adherence goals. Our sample was drawn from Black men who have sex with men (MSM) from across three cities (Chapel Hill, NC; Los Angeles, CA; and Washington, DC) in the United States between February 2013 and September 2014. We used logistic regression to evaluate associations between study variables and path analysis to test mediation effects. Participants were, on average, 28 [standard deviation (SD) = 1.12] years old and 25% were unemployed. We found that MSM who experienced high autonomy support were more likely to adhere to PrEP [odds ratio (OR) = 1.17; 95% confidence interval: 1.00-1.38]. MSM who set PrEP adherence goals were more likely to adhere to PrEP. Moreover, MSM who reported making progress toward their goals were also more likely to adhere to PrEP. Finally, client perception of coordination quality enhanced the magnitude of the association between goal setting and goal progress and the effect size of goal progress on PrEP adherence. Autonomy support, goal setting, goal monitoring/evaluation, and care coordination quality influenced PrEP adherence among Black MSM. Our findings indicate that while it is important to set goals for PrEP adherence, goal setting may need to be accompanied by progress monitoring to achieve the maximal effect.