Objective To explore factors associated with early age at entry into sex work, among a cohort of female sex workers (FSWs) in Nairobi, Kenya.Background Younger age at sex work initiation increases the risk of HIV acquisition, condom non-use, violence victimisation and alcohol and/or substance use problems. This study aimed to understand factors in childhood and adolescence that shape the vulnerability to underage sex work initiation.Design Building on previous qualitative research with this cohort, analysis of behavioural–biological cross-sectional data using hierarchical logistic regression.Participants and measures FSWs aged 18–45 years were randomly selected from seven Sex Workers Outreach Programme clinics in Nairobi, and between June and December 2019, completed a baseline behavioural–biological survey. Measurement tools included WHO Adverse Childhood Experiences, Alcohol, Smoking and Substance Involvement Screening Test and questionnaires on sociodemographic information, sexual risk behaviours and gender-based violence. Descriptive statistics and logistic regression were conducted using hierarchical modelling.Results Of the 1003 FSWs who participated in the baseline survey (response rate 96%), 176 (17.5%) initiated sex work while underage (