This paper discusses the reproductive health knowledge of Nigerian in-school adolescents, with special reference to pregnancy occurrence at first coitus. The data were derived from an Association for Reproductive and Family Health (ARFH) survey carried out in four secondary schools in Ibadan, Nigeria, between August and October 1995. A total of 828 students were interviewed. The results revealed that the majority of sexually active adolescents were not aware of the consequences of their actions. Religious affiliation and number of wives in a male adolescent’s family, and religion and marital status of a female adolescent’s parents, were found to influence adolescents’ knowledge of pregnancy probability at first coitus. This paper confirms earlier findings that the majority of Nigerian adolescents do not know the consequences of sex. Therefore, a clear-cut plan of action is needed to inform sexually active adolescents through an effective sex education programme.