HIV pre-exposure prophylaxis (PrEP) is being adopted by members of key populations, such as gay and bisexual men (GBM). Since adherence to a daily PrEP regimen ensures a maximum protection, it is critical to understand GBM's behavioral responses to having missed PrEP doses. We report on qualitative interviews with GBM taking PrEP. We identified three behavioral responses: (1) 59% continued with their next scheduled dose; (2) 49% described "making up" for a missed dose by taking medication as soon as possible; and (3) 11% reported "doubling" the next PrEP dose. Participants provided potentially contradictory narratives about their sexual behavior after a missed dose: (1) 54% described making no changes; (2) 49% described adjusting their sexual behavior to reduce HIV risk; and (3) 10% said their decision would be contingent upon how many doses were missed. For PrEP prescribers, our data provide a useful lens to understand patients' lived experiences with PrEP.