Across Europe, states have committed to preventing and combating child sexual exploitation (CSE), with Child Protection and Welfare Services (CPWS) playing a central role. Drawing on intersectional risk theory, this scoping review critically examines how the risk of CSE is constructed and responded to within European CPWS. Constructions of risk was identified through analysis of how studies described vulnerability, agency, exploitation, and professional responses to CSE within CPWS. A thematic synthesis of 23 studies reveals that risk constructions foregrounded young people’s choices and agency, alongside stereotypical and normative assumptions, while structural contexts were backgrounded and exploiters largely rendered invisible. These constructions were reflected in CPWS responses focused on education and awareness-raising for young people and caregivers, alongside increased control, surveillance, and care to reduce risk. However, systemic and organizational barriers were also identified, together with a persistent lack of action towards exploiters. In practice, this produces hierarchies of vulnerability among young people, while CPWS mobilize extensive institutional responses to regulate young people’s behavior, whereas exploiters remain comparatively unregulated, unidentified, or unpunished. There is a need for CPWS to move beyond individualized risk approaches by incorporating structural vulnerability, contextual safeguarding, and greater attention to exploiters and power relations.