This paper contributes to conflicting evidence on the link between poverty and risky sexual behaviour by examining the effect of wealth status on age at first sex, condom use, and multiple partners using nationally representative adolescents’ data from Burkina Faso, Ghana, Malawi, and Uganda. The results show that the wealthiest girls in Burkina Faso, Ghana, and Malawi had later sexual debut compared with their poorer counterparts but this association was not significant for Uganda. Wealth status was weaker among males and significant only in Malawi, where those in the middle quintile had earlier sexual debut. Wealthier adolescents were most likely to use condoms at the last sexual act, but wealth status was not associated with number of sexual partners. Although the link between wealth status and sexual behaviour is not consistent, there is evidence that poor females are vulnerable to infection because of earlier sexual debut and non-use of condoms. (Afr J Reprod Health 2007; 11[3]:83-98)