Migrant female sex workers (FSWs) are one of the most at-risk populations for HIV in China. This study demonstrates how multiple risk factors are situated and vary by types of sex work environments in a sample of 348 migrant FSWs in Beijing. Participants reported high rates of clients' refusal to use condoms (76%), unsafe sex with both clients (32%), non-paid regular partners (e.g. boyfriend or husband) (76%), and a sexually transmitted infection symptom (79%) last year. Only 22% of FSWs had been tested for HIV. Risk factors were compared by three types of sex work environments: (1) entertainment establishments, (2) personal services sectors, and (3) street-based venues, including roadside brothels. Street-based FSWs, compared to the other FSWs, were more likely to be older, married with children, migrate from rural areas, and be arrested by police, and less likely to be educated, have contact with prevention services, be knowledgeable about HIV, and be tested for HIV. The FSWs in entertainment establishments were more likely than street-based FSWs to have reported being physically, verbally, and/or sexually abused by clients. Multiple discriminant analysis distinguished a profile of two different groups of risk factors: (1) police arrest, lack of protection from violence, access to prevention and health care, and HIV knowledge, and (2) verbal and physical abuse and clients' refusal of condom use. In the massive internal migration in China, disadvantages in economic sectors drive women to become involved in sex work. HIV prevention strategies must target socio-structural factors embedded in sex work environments.