The term originates from the red lights that were used as signs of brothels.
The travel advisory makes the stark warning: 'If you want to face possible arrest and imprisonment, ignore the advice.' Because of strict Muslim laws, visitors to the region could find themselves in trouble over drinking alcohol, sharing a hotel room when unmarried and even holding hands.
Amsterdam is probably the most famous city of its red-light districts.
There are areas in many big cities around the world which have acquired an international reputation as red-light districts.
British women, Sally Antia, 44, and Marnie Pearce, 40, have both been jailed for adultery in Dubai.
And Roxanne Hillier, 22, the daughter of a British businessman, is serving a three-month sentence in neighbouring Sharjah after she was accused of sleeping with the boss of the dive shop where she worked.