Female entertainment workers in China are at risk of sexually acquiring HIV, but risk factors of their unsafe sex remain understudied. Using information from a venue-based sample of 724 female entertainment workers in Shanghai, this paper examines the prevalence and risk factors of unsafe sex and STIs. While both measures of unsafe sex and history of common STIs suggest that participants in this study appear to have lower rates of unsafe sex and STIs than reported in the literature, venue-based female entertainment workers are at risk of sexually acquiring HIV. Risk factors of unsafe sex include both individual cognitive (information, motivation, and behavioral skills) and social factors. However, HIV-related information and most social factors are not directly and independently associated with unsafe sex. Behavioral intervention is needed for female entertainment workers in China. However, individual-based cognitive approach alone may be limited in effectiveness in reducing unsafe sex among female entertainment workers. Effective intervention needs to take a multi-level approach that addresses both individual cognitive and social risk factors and can particularly benefit from attention to empowering women in sexual relationships and creating a supportive social and working environment.