With the spread of formal schooling in sub-Saharan Africa and delays in the age at marriage, a growing proportion of adolescents remain enrolled in school when they “come of age.” As a consequence, more and more adolescents have to negotiate sexual maturation and sexual initiation in a vastly different context from that of prior generations. Using data from the 2004 National Survey of Adolescents conducted in Burkina Faso, Ghana, Malawi, and Uganda, we investigate the empirical association between premarital sex and leaving school among those who were enrolled in school at the outset of adolescence (age 12). Discrete-time logistic regression models show that, in general, girls are more likely than boys to leave school before completing secondary school, before completing primary school, and, among those completing primary school, before progressing to secondary school. Girls who complete primary school, however, do so at the same age as or a younger age than their male peers. Girls appear more vulnerable to leaving school once they engage in premarital sex. These findings can assist researchers, policymakers, program managers, and educators in understanding and addressing the challenges to educational attainment posed by the increasing proportion of school-aged adolescents engaging in premarital sex.