Adolescents' sexual risk-taking behavioural issues have generated concerns among parents, teachers and social workers. The study examined the effects of self-efficacy training programmes on adolescents' sexual risk-taking behaviour and also investigated whether socio-economic status and gender would moderate the effects of treatment on sexual risk-taking behaviour of adolescents. A 3x2x2 pre-test, post-test, randomized quasi experimental design was employed in the study. The population of the study comprised the entire public senior secondary school students in Oyo State, Nigeria. One hundred and twenty (120) participants were selected from Oyo State Central Senatorial District. Three public secondary schools that constituted the sample for the study were selected from the randomly selected three local government councils. The participants comprised 41 male and 79 female students in senior secondary class one (SS1). Their ages ranged between 14 and 19 years. Adolescent Sexual Behaviour Inventory that has four different sections was the major instrument used for the study. The study was carried out in three phases; pre-treatment phase, treatment phase and post-treatment phase, which included the evaluation of the treatment programme. Data were analysed using Analysis of Covariance (ANCOVA).The results of the findings revealed no significant effects of treatment (F[subscript (2,107)] =1.146; p > 0.05), socio-economic status (F[subscript (1,107)] = 0.001; p > 0.05) and gender (F[subscript (1,107)] = 0.003; p > 0.05) on sexual risk-taking behaviour of adolescents. The results also revealed no significant two-way interaction effects of treatment and socio-economic status (F[subscript (2,107)] = 0.011; p > 0.05); treatment and gender (F[subscript (2,107)] = 1.302; p > 0.05); socio-economic status and gender (F[subscript (1,107)] = 0.117; p > 0.05) on sexual risk-taking behaviour of adolescents. Similarly, there was no significant difference in the effects of gender (F[subscript (1,107)] = 0.003; p > 0.05) on sexual risk-taking behaviour of adolescents. The null hypothesis, which stated that there is no significant main effect of gender on adolescent's sexual risk-taking behaviour, was accepted by this finding. There was also no significant two-way interaction effects of treatment and socio-economic status (F[subscript (2,107)] = 0.011; p > 0.05) on sexual risk-taking behaviour of adolescents. In addition, no three-way interaction effect of treatment, socio-economic status and gender (F[subscript (2,107)] = 0.308; p > 0.05) on sexual risk-taking behaviour of adolescents was obtained. It was recommended that premarital sexual behaviour should be discouraged among adolescents in order to avoid associated risks and dangers. Parents are to ensure proper upbringing of adolescents because nearly all participants have been exposed to sexual risk-taking behaviours in their youthful years for one reason or the other and mostly due to lack of proper sex education from the home. It was also recommended that there should be further research in this area to reduce sexual risk-taking behaviour of adolescents.