Gender-based violence in the workplace impacts the physical and emotional well-being of sex workers and may lead to other health problems, such as PTSD and depression, drug abuse, and a greater likelihood of sexually transmitted infections. This study examines the social context of workplace violence and risk avoidance in the context of legal regulations meant to reduce harms associated with the industry. Ethnographic research, including 18 months of extended field observations and interviews with 190 female sex workers, is used to illustrate how sex workers in Tijuana, Mexico, experience and manage workplace violence. Multiple subthemes emerge from this analysis, including deciding where to work, working with a third party, avoiding theft, and dealing with police. These findings support the idea that the risk of violence is part of a larger “hierarchy of risk” that can result in a “trade-off” of harms.