A household survey of male and female adolescents was conducted to establish whether orphanhood or other factors contribute to risky sexual behavior. Results show that orphanhood was not associated with risky sexual behavior. Sleeping in a different house from the household head and attending social activities at night were positively associated with sexual activity and transactional sex among boys and girls. Older adolescents were more likely to be sexually active while urban residents, and those who perceived their caregivers as able to provide for their basic needs, were less likely to have ever engaged in sex. Condom use at last sex was associated with older age and having talked with parents/caregivers about sexual risks. Interventions should address these predictors, promote risk reduction among all adolescents irrespective of orphan status, and strengthen parents’/guardians’ capacity to discuss sexuality with adolescents and to provide for their basic needs.