This paper examines the timing of sexual initiation and contraceptive use among female adolescents in Kenya. Data are drawn from the 2003 Kenya Demographic and Health Survey. The main analytical tools are regression models. A Cox regression model is used to consider the probability of a young woman having first sex during adolescence and linear regression model to quantify the effects of a set of factors on female adolescent’s age at first sexual debut. Finally, logistic regression model is used to model the probability of a sexually experienced adolescent woman using a contraceptive method. The results obtained indicate the onset of sexual activity is early and contraceptive use is fairly low and both the timing of first sex and contraceptive use are affected by a variety of factors. Despite engaging in unsafe sex practices, the majority of the adolescents do not view themselves as being at the risk of contracting HIV/AIDS. A number of recommendations are proposed.