Examining the involvement of women in commercial sexual exploitation (CSE), and the process of exit, as stages of change, from a non-western perspective, is an attempt to expand and build knowledge base about the exit process. This study included 163 women in, exiting or already exited CSE from five places in India–Bangalore, Mumbai, Kolkata, Goa, and Delhi. Forty-two percent of these women had entered as minors, and poor economic condition was a major driving force, with the women having an average stay of 10 years in the sex industry. Transtheoretical or Stages of Change model was used to guide the understanding of exit process. An exploratory factor analysis identified four stages of change—denial, hopeful, actively working, and perseverance—as the best fitting model for this population. Most of the women who exited (70%) highlighted the role of social welfare agencies in facilitating change towards exit. This article promotes an inclusive approach of placing individuals at different stages along the continuum of exit, and providing more finessed stage-specific services that facilitate exit from CSE, rather than adopting a one-size-fits-all approach that treats all women in or exiting CSE as a homogenous group.