Sex workers report high rates of unintended pregnancy that are inconsistent with widespread reports of condom use. Greater understanding of the implications of an unintended pregnancy and barriers to contraceptive use is needed to better meet the broader sexual and reproductive health needs of this population. We conducted in-depth interviews with 20 women sex workers in Dhaka, Bangladesh. Findings reveal that most women are trying to conform to societal norms and protect their reputations. They fear pregnancy would reveal that they are having unsanctioned sex and that they are sex workers. This could lead to ostracism from families and society, resulting in homelessness and abandonment by partners. Pregnancy may affect a sex worker’s ability to work and leave her unable to meet financial obligations. All study participants were using condoms but most acknowledged they could not use them consistently. They had all tried other contraceptive methods, notably injectables and the pill, but some noted experience of side-effects, difficulties in adherence and the desire to use other methods. Understanding the context of sex workers’ lives is an important step in informing stakeholders about the range of services needed to improve their sexual and reproductive health.