Female sex workers are known in Brazil and elsewhere in the world as one of the most-at-risk populations for risk of HIV infection, due to their social vulnerability and factors related to their work. However, the use of conventional sampling strategies in studies on most-at-risk subgroups for HIV is generally problematic, since such subgroups are small in size and are associated with stigmatized behaviors and/or illegal activities. In 1997, a probabilistic sampling technique was proposed for hard-to-reach populations, called Respondent-Driven Sampling (RDS). The method is considered a variant of chain sampling and allows the statistical estimation of target variables. This article describes some assumptions of RDS and all the implementation stages in a study of 2,523 female sex workers in 10 Brazilian cities. RDS proved appropriate for recruiting sex workers, allowing the selection of a probabilistic sample and the collection of previously missing information on this group in Brazil.