Despite the increased popularity of exit programmes targeting people involved in sex work, the research community has yet not critically scrutinised policies that regulate these programmes. This study aimed to start filling this research gap by studying the example of Denmark, a country that has implemented exit programmes although sex work remains partly decriminalised since 1999. In specific, this study has analysed policy documents that were formulated by the government and four Danish municipalities in relation to the government's latest grant called ‘Exit Package for People in Prostitution’, which was issued in 2019 to finance municipal exit programmes running between 2020 and 2023. The key finding indicates that the ‘problem’ of sex work is the sex work of the ‘vulnerable’ sex workers. Their sex work must be reduced because they risk being seriously harmed by their sex work activities. Implications from the findings of the study are discussed.