HIV testing among female sex workers (FSWs) is an established global health priority. HIV self-testing (HIVST) seems to have the potential to address issues of confidentiality, privacy and convenience among this key population. HIVST, however, may result in unintended consequences as its implementation unfolds in a complex sex work context characterised by unequal power relations, stigma and high HIV prevalence. We aimed to explore the experiences of FSWs with HIVST in the context of retesting and antiretroviral usage in Blantyre, Malawi. We used an ethnographic approach to understand meanings and views around HIVST and retesting. We found high levels of retesting, especially among those on antiretroviral, two of which received "false-negative" results. We identified three broad narratives: (1) retesting in response to experiences in the sex work context, (2) retesting driven by the desire to self-monitor HIV-negative status, and (3) retesting in the hope of sero-reversion. The FSWs' experiences indicate that the implementation of HIVST in this context is complex with potential for unintended harms such as coercive testing. HIVST programmes must include clear and appropriate messaging to reduce retesting while on ART and implement strategies to address FSW concerns and anxieties about the accuracy of their HIV-positive test results.