Female sex workers (FSWs) are the group at greatest risk for human immunodeficiency virus (HIV) infection in India. Women and girls trafficked (ie, forced or coerced) into sex work are thought to be at even greater risk because of high exposure to violence and unprotected sex, particularly during the early months of sex work, that is, at initiation. Surveys were completed with HIV-infected FSWs (n = 211) recruited from an HIV-related service organization in Mumbai, India. Approximately 2 in 5 participants (41.7%) reported being forced or coerced into sex work. During the first month in sex work, such FSWs had higher odds of sexual violence (adjusted odds ratio [AOR], 3.1; 95% confidence interval [CI], 1.6–6.1), ≥7 clients per day (AOR, 3.3; 1.8–6.1), no use of condoms (AOR, 3.8, 2.1–7.1), and frequent alcohol use (AOR, 1.9; 1.0–3.4) than HIV-infected FSWs not entering involuntarily. Those trafficked into sex work were also at higher odds for alcohol use at first sex work episode (AOR, 2.2; 95% CI, 1.2–4.0). These results suggest that having been trafficked into sex work is prevalent among this population and that such FSWs may face high levels of sexual violence, alcohol use, and exposure to HIV infection in the first month of sex work. Findings call into question harm reduction approaches to HIV prevention that rely primarily on FSW autonomy.