Andorra's laws are against all kinds of prostitution. Therefore you will not find clubs like in Spain, and no prostitutes on the street. After asking a taxi driver where it is possible to get some pressure off, he suggested to me "Club Miegas" which is around 5 km away from the Spanish town La Seu d' Urgell (so it is actually in Spain and not in Andorra).

I had a look there, but after noticing that it is a club in the middle of no-where and a pretty old building and not looking clean from outside, I decided not to try it out. But I saw a lot of cars with Andorrian matricular parking there. Appears to be the only possibility for sex if you decide to make a vacation in the small country of Andorra.