Background: This study examines the relationship between sexual behavior, alcohol use, and indicators of psychosocial distress (mental health) of adolescents in 6 sub-Saharan African countries using the Global School-based Student Health Survey (GSHS). Methods: The sample consisted of 22,949 adolescents from Botswana, Kenya, Namibia, Uganda, Zambia, and Zimbabwe who participated in 2003 or 2004 GSHS surveys. Statistical analysis was conducted to determine whether sexual behaviors increased with levels of psychosocial distress and alcohol use. Results: Sexual behaviors (having sex or having sex with 2 or more people) were associated with both psychosocial distress and alcohol use. Odds ratios showed that both boys and girls reporting psychosocial distress and alcohol use were at higher risk for having sex. Results also indicated that the likelihood of sexual behaviors increased when there was an increase in the number of psychosocial indicators and frequency of alcohol consumption. Conclusion: The results of this study are consistent with those conducted in the United States suggesting that sexual behavior, psychosocial distress, and substance use are interconnected. These findings highlight the need for school health education and health services in sub-Saharan Africa, specifically the efforts to reduce psychosocial distress and prevent substance use in efforts to prevent the spread of human immunodeficiency virus and other sexually transmitted infections. (Contains 5 tables.)