Individual, social, and structural factors affecting HIV risk behaviors among female sex workers (FSWs) are difficult to assess using retrospective surveys methods. To test the feasibility and acceptability of cell phone diaries to collect information about sexual events, we recruited 26 FSWs in Indianapolis, Indiana (US). Over 4 weeks, FSWs completed twice daily digital diaries about their mood, drug use, sexual interactions, and daily activities. Feasibility was assessed using repeated measures general linear modeling and descriptive statistics examined event-level contextual information and acceptability. Of 1,420 diaries expected, 90.3 % were completed by participants and compliance was stable over time (p > .05 for linear trend). Sexual behavior was captured in 22 % of diaries and participant satisfaction with diary data collection was high. These data provide insight into event-level factors impacting HIV risk among FSWs. We discuss implications for models of sexual behavior and individually tailored interventions to prevent HIV in this high-risk group.