Survey data from a number of developing countries show that a considerable proportion of parous women report that they had their first birth one or more years before they first had sexual intercourse. In this paper, I use data from eight African Demographic and Health Surveys to explore factors that contribute to cross-national differentials in the prevalence of these “immaculate conceptions.” The results suggest that this data problem results not only from recall errors, but also from the fact that some respondents misinterpret the question on first sexual intercourse and report their age at the onset of intercourse with either their first or current husband rather than their age at sexual initiation.