Sex work is one of the most stigmatised professions in the world. Although research examining other stigmatised populations has found associations between internalised stigma, increased loneliness, and poorer mental well-being, there is limited research examining these associations for sex workers. This is concerning, considering Corrigan’s theory that internalised stigma, as well as external stigma, reduces opportunities of stigmatised persons. Further, internalised stigma, loneliness, and poorer well-being have been associated with significant social, mental, and physical consequences for stigmatised populations. As such, this exploratory study investigated sex workers’ internalised stigma, and its relationship with their mental well-being and experience of loneliness. 56 full-service sex workers (78.6% females, 12.5% non-binary, 8.9% males, ranging from 18 to 43 years old) completed an online, cross-sectional survey measuring their self-reported internalised stigma, loneliness, and mental well-being. Hierarchical multiple regression analyses (MRAs) supported the hypotheses that higher internalised stigma would significantly predict lower mental well-being and higher loneliness after controlling for age and gender. Internalised stigma accounted for a significant 39.3% of the variance in loneliness, and a significant 12.6% of the variance in mental well-being. Correlations supported the hypothesis that higher loneliness would significantly, negatively correlate with mental well-being after controlling for age. Findings aligned with prior research and supported Corrigan. Limitations of the study are discussed, including the small sample size and the cross-sectional, self-report research design. Identified areas of focus for future research and practice include consideration of other associates of internalised stigma for sex workers, as well as lessening the consequences of stigmatisation for sex workers through reduction of its internalisation.