Female sex workers are a priority population for HIV prevention and health promotion in China. This paper examines the patterns of and factors associated with the utilisation of HIV-related and general health services by establishment-based sex workers in Hongkou District, Shanghai. Participants were recruited through a three-stage sampling strategy and invited to self-complete a brief survey in 2012. The median age of the 400 participants included in the analyses was 33 years (range = 18–52 years old), with over three-quarters being married at the time of the survey. Participants were mostly internal migrants, more than half had lived in Shanghai for six months or longer and nearly two-thirds were working in an establishment with a total of less than five female sex workers. Routine physical examination and HIV testing were the most commonly accessed health services in the previous 12 months. Altogether, 347 women (86.8%) had actively sought, including 157 women had obtained, free health services mainly from local Community Health Service Centres (CHSCs) in the previous 12 months. The active seeking of free, largely CHSC-provided health services was associated with a longer duration of residence in Shanghai (adjusted odds ratio [AOR] = 2.55, 95% CI = 1.32–4.93; p < 0.01) and having tested for HIV in the previous 12 months (AOR = 3.68, 95% CI = 1.84–7.38; p < 0.001). Conversely, a higher annual income (AOR = 0.41, 95% CI = 0.21–0.80; p < 0.01), working in a larger establishment (AOR = 0.40, 95% CI = 0.20–0.79; p < 0.01) and knowing that HIV can be transmitted through blood transfusion with unscreened blood (AOR = 0.21, 95% CI = 0.05–0.91; p < 0.05) were associated with not actively seeking such services. Free, community-based health services are highly demanded by establishment-based female sex workers in Shanghai. Scaling-up of free and integrated health services provided by community-based health service providers in metropolitan areas in China and beyond holds promise for promoting health and well-being of female sex workers.