Introduction: Research shows that sex workers are particularly vulnerable to mental health challenges. As sex workers are a very heterogeneous group, research focusing on associations between personal working conditions of sex workers and their mental health is needed. Methods: In this cross-sectional, anonymous online survey, we used Spearman rank order correlations to examine, in a convenience sample of 76 sex workers from different countries surveyed in 2022, whether the degree of self-determination in the engagement in sex work, the degree of self-organization of sex work, the role-identification as a sex worker, and sex work motive (engaging in sex work to meet financial needs versus for pleasure) and internalized sex work stigma (Internalized Sex work Stigma Scale) are associated with psychological distress (Patient-Health-Questionnaire-4). Thematic analysis of open text answers was used to identify sex workers’ suggestions for political and social change. Results: Psychological distress was negatively correlated with self-determination and positively correlated with internalized sex work stigma. The participants advocated for the decriminalization and destigmatization of sex work, improved access to health care, improved workers’ rights, and fighting sexual exploitation. Conclusions: The results emphasize the need for efforts to challenge stigmatization of sex workers, internalized stigma in sex workers, and the need to counteract working conditions where sex workers’ self-determination is limited. Destigmatization, decriminalization, health care access, workers’ rights, and sexual exploitation are topics of concern to sex workers. Policy Implications. Perspectives by sex workers should be used to inform policy decisions to first understand and then better implement the needs of this diverse group.