Zi Teng says they do not report crimes to police because many are working illegally and fear being arrested themselves.
Some work in massage parlours, often fronts for sex industry premises.
The operations are monitored by senior officers "to ensure that the limited sex services accepted during the operation are genuinely necessary".
The force faces embarrassment after two sergeants and a constable were arrested by Hong Kong's Independent Commission Against Corruption, accused of "accepting advantages" in return for protecting vice and gambling activities.
"I thought these kind of police only existed in mainland China.
I never thought that Hong Kong, such an international city, also has police like this," she said, wiping away tears.
Establishments need a licence for full body massage and Zi Teng says there are cases in which undercover officers have made several visits -- receiving sex services at the taxpayers' expense -- before making an arrest.
Jo Jo, a 35-year-old from southwestern China, was charged with managing an unlicensed massage parlour after police raided the establishment where she was working in March.
"The police are afraid of Hong Kong girls because we can complain but they are not afraid of China girls.
When she was bailed at the police station, she refused to leave until somebody dealt with her complaint.