The current study seeks to explore the vulnerabilities typically encountered by female migrants in the informal sector in Dhaka city. It used a qualitative research approach, purposively selecting four areas from Dhaka city. Twenty-five semi-structured in-depth interviews during eight months of participant observation were conducted to accomplish the study objective. The authors used the capability approach theory to elucidate the phenomenon of vulnerability experienced by female migrants in the informal sector. The thematic data analyses were performed using the Granheim approach and NVivo 12 software. The findings of this study suggest that migrant women who work on the street face a number of significant challenges. These challenges include sexual assault and harassment, social stigma and cultural barriers, financial obstacles, and extortion and bribery. The authors recommend that governments provide access to state credits, social security, health insurance, and other forms of social protection for informal sector workers. The finding revealed that informal workers are often excluded from these essential benefits, making it difficult for such workers to expand their businesses or have a safety net in case of illness, unemployment, or other shocks.