The COVID-19 pandemic has had serious health, economic and psychosocial consequences. Marginalized populations including female sex workers face the stark choice of risking exposure to SARS-CoV-2 as they engage with clients or prioritizing their health at the cost of losing a primary source of income. As part of an ongoing open-label, randomized controlled trial providing daily oral pre-exposure prophylaxis and adherence support, we interviewed 193 of 200 enrolled young female sex workers (18–24 years) in Kisumu, Kenya, about COVID-19 awareness and precautions, access to health services, and sex work during Kenya’s pandemic-related lockdown. Nearly all participants were aware of COVID-19 and reported taking protective measures, but only half reported concerns about acquiring SARS-CoV-2. Night curfews and bar closures adversely affected participants’ sex work business, reducing the number of clients and payment amounts from clients. Nearly 15% experienced violence from a client or regular, non-paying sex partner during the lockdown period. Participants’ access to healthcare services was not disrupted.