Respondent driven sampling (RDS) has been used in several counties to sample injecting drug users, sex workers (SWs) and men who have sex with men and as a means of collecting behavioural and biological health data. We report on the use of RDS in three separate studies conducted among SWs between 2004 and 2005 in the Russian Federation, Serbia, and Montenegro. Findings suggest that there are limitations associated with the use of RDS in SW populations in these regions. Findings highlight three main factors that merit further investigation as a means of assessing the feasibility and appropriateness of RDS in this high risk population: the network characteristics of SWs; the appropriate level of participant incentives; and lack of service contact. The highly controlled and hidden nature of SW organizations and weak SW social networks in the region can combine to undermine assumptions underpinning the feasibility of RDS approaches and potentially severely limit recruitment. We discuss the implications of these findings for recruitment and the use of monetary and non-monetary incentives in future RDS studies of SW populations in Eastern Europe.