In this essay I will discuss corporeal entrepreneurialism in the context of commercial sex and neoliberal agency at the United States–Mexico border. I want to situate the sex trade in a larger neoliberal context of economic need, mobility, and commercialization. The essay addresses how bodily entrepreneurialism can function as a gateway to upward social mobility and how erotic capital can level existing social and economic inequalities and thus act as a catalyst to exit marginalized communities. I am drawing on Wacquant’s (1995) work on corporeal entrepreneurs and also on the notion of bodily capital that he has developed therein. Using bodily capital in the context of sex work, it makes sense to talk more specifically about erotic capital, which is the primary currency in the sex trade. Thus, I will integrate Isaiah Green’s (2008) definition of erotic capital and elaborate how women make use of their bodies to enhance their erotic capital and explain what their strategies and perceptions are. Inspired by Alexander Edmonds’ (2007) work on beauty and race in Brazil, I will elaborate how corporeal entrepreneurs strategically use their bodily and erotic capital to counteract their socioeconomic marginalization and challenge traditional hierarchies. As will become clear, corporeal entrepreneurialism ties together women’s agency, market demand, and monetary value, and, to succeed, this endeavor requires enormous levels of discipline, emotional resilience, management skills, stamina, and purposefulness.