Studies show sexuality dialogue between parents or caregivers with their adolescent children can be a protective factor for engaging in risky sexual behaviours. This study aimed to understand the nature of parent and caregiver sexuality talks with non-orphans and orphans under their care in order to contribute to the knowledge base to inform adolescent and orphan sexual and reproductive health and HIV prevention policies and interventions. We used a cross-sectional qualitative study design with maximum variation sampling to purposively select study participants in three counties of the former Nyanza region in western Kenya. We held 14 focus group discussions with 78 adolescents aged 14–17 and 68 parents and caregivers of children aged 10–17. Thirteen key informant interviews were also held with individuals knowledgeable of issues affecting adolescents and orphans. We used deductive analysis to develop the question domains and coded the data based on our research questions and thereafter followed an inductive approach to review the data and identify emerging themes and patterns, from which we interpreted the findings and drew conclusions. Parents/caregivers-adolescents sexuality talk sometimes occurred but was perceived to be less likely with orphans than non-orphans. Mothers mainly initiated such talks through warnings and lectures about engaging in risky sexual behaviour, with adolescents usually being passive recipients of the messages. Hindering factor included generation gap, failure of some caregivers to bond with orphans under their care, religious/cultural norms, lack of sexuality information and communication skills, and spousal assumptions that the mother is responsible for parent-child communication on sexuality issues. We conclude that adolescent orphans and non-orphans lack an important source of information to help them make informed decisions on their sexuality. Policies and interventions targeting orphans and adolescents should equip parents/caregivers with sexuality knowledge and communication skills to enable them to dialogue on sexuality with adolescents.