Five reports of suspected brothels in the county were investigated by police in the last two years, new figures show.
Lincolnshire Police received reports about three locations in Lincoln, as well as one each in Skegness and Grantham.
The Skegness site was investigated in October 2012, while the Grantham site was looked into by officers in May this year.
But the figures, released to the Lincolnshire Echo under the Freedom of Information Act, show that the investigations revealed none of the sites were actually brothels.
Selling sex is not in itself illegal, but brothels, pimps and soliciting all are.
Any premises – for example, private flats, saunas or massage parlours – may be classified as a brothel if they are used by more than one man or woman for the purpose of prostitution, whether on the same day or on different days.
However the data shows that police have not found a single one in the period covered by the data – from October 2012 to now.