Female sex workers (FSWs) in Kenya are at an increased risk of violence, poverty, police arrest, and problematic alcohol and other substance use, all of which are linked to poor mental health and suicidal ideation. Despite the psychological stressors experienced by FSWs, there is no published qualitative methods research investigating their mental health experiences in Kenya. In this paper, we draw on data from in-depth interviews to examine FSWs’ lifetime mental health experiences and perceived risk factors. We used baseline in-depth interviews of the Maisha Fiti longitudinal study of FSWs in Nairobi. We randomly selected 40 FSWs from 1003 FSWs who attended a baseline behavioural-biological interview as part of the Maisha Fiti study. The interview guide was semi-structured, and participants were asked to detail their life stories, including narrating specific events such as entry into sex work, experiences of violence, mental health experiences, and use of alcohol and other subs