BACKGROUND: 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. METHODS: 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 substances. Interviews were recorded in Kiswahili/ English and transcribed in English. Data were coded and thematically analysed in Nvivo (v.12). RESULTS: Results indicated that the majority of participants understood 'mental health' as 'insanity', 'stress', 'depression', and 'suicide'; nevertheless, a number described mental health symptomatically, while a few believed that mental health problems were caused by witchcraft. Interestingly, poverty, low levels of education, poor job opportunities, a lack of family support, harmful gender norms, intimate partner violence and subsequent relationship breakdowns, and family bereavement all contributed to poor mental health and subsequent entry into sex work. In addition, the consequences of sex work such as sexual risks, and ongoing violence from police and clients, further exacerbated poor mental health. CONCLUSIONS: There is a need for both micro- and macro interventions to address poverty and violence against FSWs in Kenya, thereby reducing mental health problems. Addressing violence against women and girls may also reduce entry into sex work. Improving mental health literacy and providing mental health intervention services for 'at-risk' populations such as FSWs should enhance coping strategies and help-seeking efficacy.