It has been revealed Melbourne councils have hired private investigators to try to shut down illegal brothels.

The Municipal Association of Victoria says other agencies should be given more responsibilities to control the sex industry, so councils do not have to go to extreme lengths.

But Janelle Fawkes from the Sex Workers Association says the industry is being unfairly targeted.

"The council has the same powers over the sex industry business as it does over others and we would think that was appropriate," she said.

"There is no need for councils to have extra powers, or for an increase in powers for any of the bodies governing the Victorian sex industry."

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