OBJECTIVE: to estimate the age of the first sexual intercourse and the effects of socio-demographic factors among adolescents. METHOD: cross-sectional study with 368 sexually active adolescents aged 13-17 years from eight public elementary and high schools, randomly selected, in Santiago Island, Cape Verde, in Jan-Mar/2007. The analysis was made by means of regression adjusted for ordinal variables with probit link function, with a 5% significance level. RESULTS: among the 368 adolescents, 31.5% (116) were female and 68.5% (252) were male. There was higher prevalence of protected sexual relationship among adolescents who began sexual life later (16 and 17 yrs). Sexual initiation among females occurred later and younger males (13 yrs) reported the first sexual intercourse from 10 years. After multiple analyses, four factors have remained statistically significant associated with the age of first sexual intercourse among females: age, living in rented house, not being dating and age at menarche. The factors included for males were age, not being dating and interaction between age and not being dating. CONCLUSIONS: adolescents who begin sexual life later have safe sexual relationships more frequently. However, the influence of living in their own or donated house and affective-sexual partnership at the beginning of sexual life reveals the necessity (or demand) of preventive actions. These actions must be focused on groups with worse socioeconomic conditions and adolescents who are not dating.