A theoretical model is proposed for a community which has the structure of two classes (direct and indirect) of commercial sex workers (CSW), and two classes of sexually active male customers with different levels of sexual activity. The direct CSW’s work in brothels while the indirect CSW’s are based in commercial establishments such as bars, cafes, and massage parlours where sex can be bought on request and conducted elsewhere. Behaviour change and the resulting change of activity class occurs between the two classes of CSW’s and two classes of males under the setting of the proliferation of human immunodeficiency virus (HIV)/acquired immunodeficiency syndrome epidemic and the subsequent intervention programmes. In recently years, this phenomenon has been observed in several countries in Asia. Given the lower levels of condom use and higher HIV prevalence of the indirect CSW’s, ascertaining the impact of this change in the structure of the sex industry on the spread of HIV is the main focus of this paper. The complete analysis of the disease-free model is given. For the full model, local analysis will be performed for the case of preferred mixing without activity class change, as well as the case with activity class change and restricted mixing. The basic reproduction number for the spread of epidemic will be derived for each case. Results of biological significance include: (i) the change of behaviour by the CSW’s has a more direct effect on the spread of HIV than that of the male customers; (ii) the basic reproduction number is obtained by considering all possible infection cycles of the heterosexual transmission of HIV which indicates the importance of understanding the sexual networking in heterosexual transmission of HIV; (iii) the social dynamics of the sex industry is not just a simple ’supply and demand’ mechanism driven by the demand of the customers, hence highlighting the need for further understanding of the changing structure of the sex industry. The main points of this work will be illustrated with numerical examples using the HIV data of Thailand.