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This paper uses ethnographic data from a sex workers' HIV project in India to consider the appropriateness of individual, social/group and structural theories of health behaviour when applied to HIV-prevention initiatives. Existing theories are critiqued for their modernist representation of behaviour as determined by individual rational decision-making processes or by external structural forces, with inadequate recognition being given to the roles that human agency, subjective meaning and local context play in everyday actions. Analysis of sex workers' accounts of their sexual practices suggests that existing theories of health behaviour can only partially account for sexual behaviour change retrospectively and that they have limited predictive value with respect to the outcomes of individual sexual encounters. Our data show that these outcomes were, in fact, highly context dependent, while possibilities for action were ultimately strongly constrained by structural forces. Findings suggest that interventions need to adopt an integrated, structurally-oriented approach for promoting safer sexual practices in sex work settings. Recognising that no one model of health behaviour is likely to be adequate in explaining or predicting behaviour change encourages responsiveness to local people's agency, recognises the different (health- and non-health-related) registers of risk with which people operate and encourages flexibility according to local contingencies and contexts. [ABSTRACT FROM AUTHOR]