Over the past few years some governments and development organizations have increasingly articulated cross-border mobility as ‘trafficking in persons’. The notion of a market where traffickers prey on the ‘supply’ of migrants that flows across international borders to meet the ‘demand’ for labour has become a central trope among anti-trafficking development organizations. This article problematizes such economism by drawing attention to the oscillating cross-border migration of Lao sex workers within a border zone between Laos and Thailand. It illuminates the incongruity between the recruitment of women into the sex industry along the Lao–Thai border and the market models that are employed by the anti-trafficking sector. It discusses the ways in which these cross-border markets are conceived in a context where aid programming is taking on an increasingly important role in the politics of borders. The author concludes that allusions to ideal forms of knowledge (in the guise of classic economic theory) and an emphasis on borders become necessary for anti-trafficking programmes in order to make their object of intervention legible as well as providing post-hoc rationalizations for their continuing operation.