Child sexual exploitation (CSE) is a major risk factor for acquiring human immunodeficiency virus/sexually transmitted infections (HIV/STI), violence and other health concerns, yet few studies have examined these associations in Russia until now. This study examines the prevalence of CSE (those entering the sex trade as a minor) among women in the sex trade in Russia and how exposures and behaviors related to violence and HIV/STI structural risks differ from those who entered the sex trade as an adult. Women in the sex trade (N = 896) in St. Petersburg and Orenburg, Russia were recruited via time-location sampling and completed structured surveys. Adjusted logistic regression analyses assessed associations between CSE victimization and HIV risk-related exposures. Of the 654 participants who provided their age at first sexual exploitation, 11% reported CSE prior to age 18. Those who reported CSE were more likely to be organized by others and to be prohibited from leaving a room or house and from using condoms; three-quarters experienced rape when trading sex; a third were involved in pornography before age 18 and they had less education if they entered the sex trade as a minor. In adjusted analyses, those entering the sex trade as a minor were significantly more likely than those entering the sex trade as an adult to report drug use prior to age 18 (AOR = 5.75, 95%CI = 2.53–13.09) to have ≥5 clients/day (past 12 months; AOR = 3.55, 95%CI = 1.56–8.08), to report receiving police assistance (AOR: 3.10, 95% CI = 1.26–7.54), and to have fewer experiences of police extortion (AOR = 0.35, 95%CI = 0.10-1.24). They were four times more likely to participate in pornography before the age of 18 (AOR = 4.08, 95%CI = 1.32, 12.60) and three times more likely to have been sexually abused as child (AOR = 2.93, 95% CI = 1.27, 7.54). Overall, entry as a minor was related to greater risk for victimization and an inability to protect oneself from STI/HIV.