A pleasure house is an establishment in Essos similar to a brothel. Instead of prostitutes that have chosen this life as a means to survive, pleasure houses usually employ bedslaves, slaves trained in the "arts of love" and forced to perform sexual acts for the gain of their owners.
The Free City of Lys is particularly known for its pleasure houses, which cater to every taste. The city of Yunkai in Slaver's Bay is one of the main suppliers of bedslaves for pleasure houses. Braavos makes use of brothels instead of pleasure houses, since slavery is illegal in that city.
Petyr Baelish mocks Renly Baratheon in naming a list of things he could buy with the amount of gold he will win in the bet against Renly in the tourney of Ser Loras Tyrell and Ser Gregor Clegane, naming a girl from the pleasure houses of Lys being among them.
Tyrion Lannister visits a pleasure house on the Long Bridge of Volantis, against Varys's advice. Whilst there, he sees a bedslave dressed as Daenerys Targaryen before being abducted by Jorah Mormont, who intends to take him to the real Daenerys.
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