The International Organization for Migration has collected data on trafficked individuals. The aim of this paper is to use the sub-sample of sexually exploited women in order to explore the relationship between their well being deprivation, their personal characteristics, and their working locations. We use the theoretical framework of the capability approach to conceptualize well being deprivation and we estimate a MIMIC (Multiple Indicators Multiple Causes) model. The utilized indicators measure abuse, freedom of movement, and access to medical care. This model also allows us to estimate the effects of some covariates on this measure of well being.