While Kenya has had a long-standing national HIV-prevention program, evidence on the level of exposure to its interventions and related effects on behavioral changes among female sex workers (FSWs) is limited. Using cross-sectional behavioral data collected in 2013 from 1 357 FSWs aged 18 years and above in Nairobi, Kenya, this study explores the relationship between FSW program exposure levels and behavioral outcomes including condom use, sexually transmitted infection (STI)-treatment, and empowerment measures like disclosure of self-identity and violence reporting. We categorized program exposure levels as none, moderate and intensive. Multivariate logistic regression was used for analysis. Overall, 35% of the FSWs were not exposed to any HIV prevention program, whereas about 24% had moderate and 41% had intensive exposure. FSWs having intensive program exposure had a higher likelihood of using condoms consistently with occasional clients (AOR: 1.57; 95% CI: 1.08–2.31) and seeking treatment for STIs (AOR: 3.37; 95% CI: 1.63–7.02) compared to FSWs with no or moderate exposure. Intensive program exposure was also associated with higher self-disclosure of sex-work identity (AOR: 1.63; 95% CI: 1.19–2.24), reporting of violence to police (AOR: 2.45; 95% CI: 1.03–5.84), and negotiation of condom use at last sex when the client was under the influence of alcohol (AOR: 1.63; 95% CI: 0.94–2.82). Although HIV prevention programs in Kenya have been underway for over a decade, program efforts were largely focused on saturating the coverage (intervention breadth). Strategies should now focus on ensuring improved quality of contacts through intensified program exposure (intervention depth) to enhance gains in behavioral change among FSWs and preventing the burden of HIV infection among them.