Low socioeconomic status (SES) has been linked to HIV and sexually transmitted disease (STD) at a macro level because the majority of new cases of HIV infection in the world have been reported in underdeveloped or developing countries. However, empirical data on the relationship between individual SES and HIV/STD related risk have been mixed. Employing quantitative data from 454 female sex workers (FSWs), this study was designed to examine the profile of the study sample in terms of their individual SES, HIV/STD-related sexual risk across work locations with different social, cultural, and economic conditions; and to examine the relationship between work location and HIV-related risk behaviors, controlling for individual SES. We have shown in the current study that both SES and HIV/STD-related risk behaviors significantly differed by work location. However, the difference in individual SES was not sufficient to explain the difference of HIV/STD-related risk across the work locations. The findings underscore the need for effective prevention intervention efforts targeting FSWs in rural areas. Based on the findings, we also suggest that HIV/STD intervention efforts among FSWs should take the social and cultural contextual factors of their working environment (and sexual risks) into consideration.