It is essential to equip adolescents with the right information and appropriate skills for a quality transition to their adulthood. This study examines the individual agency of unmarried adolescent girls and young women (AGYW) who were organized into self-help groups (SHG) as compared to those who were not in groups. The paper uses data from a cross-sectional survey conducted with 872 unmarried AGYW aged 15–21 years from 80 villages across two districts of Uttar Pradesh, India. The dependent variables were AGYW’s financial independence, collective action, decisionmaking, mobility, self-expression, generalized perceived self-efficacy, gender norms attitudes, and attitudes toward violence. The primary independent variables were group membership and the duration of the membership. Bivariate and multiple logistic regression analyses were conducted to examine the relationship between group membership and various components of individual agency. More than half of the respondents, with an average age of 18 years were enrolled in school or college and one-third had 12 or more years of education. The group members, compared to non-members, were significantly more likely to be financially independent (odds ratio [OR] = 2.29, p < 0.01), to take collective action for entitlements (OR = 3.80, p < 0.01), and to have progressive attitudes toward gender roles and norms (OR = 1.43, p < 0.05). A longer duration of group membership increases the likelihood of financial independence, collective action, and decisionmaking ability. The study highlights the need for further investment in adolescent girls’ programming and highlights the potential of organizing AGYW into SHG and using the ‘platform’ to bring change in their lives and consequential individual agency.