This study examines the association between depressive symptoms and condom use with clients among 278 female sex workers (FSW) in Guangxi, China. About 62% of these FSW had a high level of depressive symptoms (CES-D total score ≥16). Multiple logistic regression analyses indicated that FSW with high level of depressive symptoms were less likely to use condoms consistently (aOR = 0.50, 95% CI: 0.28–0.89) or use condoms properly (aOR = 0.44, 95% CI: 0.20–0.99). The findings suggested that HIV prevention programs targeted at FSW should take into consideration the level of depression they experience.