Personal lubricants, or "lube," can make sex more comfortable, more pleasurable , or both. But are they safe? And in a survey of gay men in San Francisco who have anal intercourse, And a UCLA study published in found that women who used petroleum jelly or baby oil as a lubricant were. If you are having anal sex, cover the outside of the condom with a Do NOT use anything oily like Vaseline, petroleum jelly, cooking oils, butter. Anal sex is common among both men and women. Vaseline; body lotion; hand cream or lotion; baby oil; cooking oil; butter; margarine.