Violence experienced by female sex workers has been found to affect the HIV risk and quality of life of these women. Research on this topic has dealt with female sex workers and current experiences of violence with partners, clients, and in the workplace. In this study, we used feminist constructivist grounded theory to explore perceptions of violence among establishment-based female sex workers in Tijuana, Mexico. A key concept that emerged from 20 semi-structured in-depth interviews was “escaping violence with a romantic partner by becoming independent through sex work.” The women also emphasized the negative impact of violence in the workplace but felt that achieving separation from a violent partner gave them strength to protect their lives and health. Interventions to help these women protect themselves from HIV infection and improve their quality of life should aim to build upon their strengths and the agency they have already achieved.