This study aimed to build formative knowledge regarding HIV risks in female migrant sex workers in Moscow, focusing on gender and power. This was a collaborative ethnographic study, informed by the theory of gender and power, in which we conducted minimally structured interviews with 24 female sex workers who were migrants to Moscow and who provided sexual services to male migrant laborers. Overall, the female migrant sex workers engaged in HIV risk behaviors and practiced inadequate HIV protection with their clients. These behaviors were shaped by gender and power factors in the realms of labor, behavior, and cathexis. In the labor realm, because some female migrants were unable to earn enough money to support their families, they were pushed or pulled into sex work providing service to male migrants. In the behavior realm, many female migrant sex workers were intimidated by their male clients, feared violence, and lacked access to women’s health care and prevention. In the cathexis realm, many had a sense of shame, social isolation, emotional distress, and lacked basic HIV knowledge and prevention skills. To prevent HIV transmission requires addressing the gender and power factors that shape HIV/AIDS risks among female migrant sex workers through multilevel intervention strategies.