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Introduction Globally, women who engage in sex work (WESW) have a 21-fold greater risk of HIV acquisition than the general population, yet persistence on HIV pre-exposure prophylaxis (PrEP) remains low. The role of stigma and discrimination in early PrEP discontinuation is poorly understood. We examined the association between stigma, discrimination and early PrEP discontinuation among WESW in Lusaka, Zambia.Methods Using a prospective cohort design and community-based participatory research principles, we enrolled trans and cisgender WESW aged >18 years from two urban hubs (July–October 2023) where key population civil society organisations provided health services with the Ministry of Health. We extracted electronic medical record (EMR) data and administered surveys assessing chronic discrimination, HIV stigma and PrEP stigma. Chronic discrimination was defined as repeated exposure to unfair treatment, disrespect, and harassment in daily life, with respondents identifying reasons for the discrimination. We used Poisson regression to estimate associations between discrimination and early oral PrEP discontinuation within 3 months of initiation, adjusting for community hub, age, education, and sex work duration. We reported adjusted prevalence ratios (aPR) and 95% CIs.Results Of 318 WESW screened, 298 (93.7%, 298/318) were enrolled, and 296 (99.3%, 296/298) initiated oral PrEP; 262 (88.5%, 262/296) with EMR data were included. Median age was 24 years (IQR 21–29), 232 (88.5%) had no employment outside of sex work, and 20 (7.6%) lived in extreme poverty. Prevalence of high chronic discrimination was 74 (28.2%), PrEP stigma 59 (22.5%) and HIV stigma 53 (20.2%). Early discontinuers reported higher chronic discrimination (32.2%) than those with refill visits (27.1%). Chronic discrimination was significantly associated with early PrEP discontinuation (aPR 1.65 (95% CI 1.07 to 2.54), p=0.03), and this discrimination was attributed to being identified as a sex worker (93.1%).Conclusion Chronic discrimination related to sex work may increase early PrEP discontinuation, even within key population-led programmes. Multilevel stigma reduction interventions are needed to improve HIV prevention among WESW.