Globally, female sex workers are a population at greatly elevated risk of HIV infection, and the reasons for and context of sex industry involvement have key implications for HIV risk and prevention. Evidence suggests that experiences of sexual exploitation (i.e., forced/coerced sex exchange) contribute to health-related harms. However, public health interventions that address HIV vulnerability and sexual exploitation are lacking. Therefore, the objective of this study was to elicit recommendations for interventions to prevent sexual exploitation and reduce HIV risk from current female sex workers with a history of sexual exploitation or youth sex work. From 2010-2011, we conducted in-depth interviews with sex workers (n = 31) in Tijuana, Mexico who reported having previously experienced sexual exploitation or youth sex work. Participants recommended that interventions aim to (1) reduce susceptibility to sexual exploitation by providing social support and peer-based education; (2) mitigate harms by improving access to HIV prevention resources and psychological support, and reducing gender-based violence; and (3) provide opportunities to exit the sex industry via vocational supports and improved access to effective drug treatment. Structural interventions incorporating these strategies are recommended to reduce susceptibility to sexual exploitation and enhance capacities to prevent HIV infection among marginalized women and girls in Mexico and across international settings.