Voluntary counselling and testing (VCT) for HIV has been promoted as a strategy to prevent HIV pandemics by changing sexual behaviour. Despite the provision of VCT in countries with generalized or high-burden epidemics, including Nigeria, the extent of its influence on behavioural change remains a conjecture. The main objective of this study was to examine the influence of HIV VCT on sexual behaviour changes among youths in Nigeria. The study utilized 2013 Nigeria Demographic and Health Survey (NDHS) data. Data were analysed from a nationally representative sample drawn from 8046 females and 6031 males aged 15–24 giving a total sample of 14,077 never-married youths. Descriptive and analytical analyses were carried out, including multivariate logistic regression. The study found a low uptake of HIV VCT and regional variation in behavioural changes between female and male youths. Voluntary HIV counselling and testing was found to be a protective factor for condom use at last sex for female youths, but significantly reduced the likelihood of primary sexual abstinence for both females and males, as well as having a single sexual partner for female youths. After controlling HIV VCT with other variables, certain socioeconomic factors were found to be significantly associated with behavioural changes. Thus, the attitudes of most Nigerian youths towards voluntary HIV counselling and testing needs to be improved through socioeconomic factors for healthy sexual activity. To achieve this, government and non-governmental organizations, as well as religious leaders and policymakers, should engage in appropriate and long-term activities directed at the sexual health needs of never-married youths, through voluntary HIV counselling and testing, to encourage them to change their sexual behaviour.