Background: Contraception non-use among sexually active adolescents is a major cause of unintended pregnancy (UP). Methods: In this cross-sectional study we sought to identify overall and sex-specific correlates of contraception non-use using the 2015 Philadelphia Youth Risk Behavior Survey (YRBS) (N = 9540). Multivariate regression models were used to examine mental health, sexual activity, substance use, and violence indicators on reported contraception non-use among sexually active youth. Results: Marijuana use among boys and girls was a statistically significant risk factor for contraception non-use. Availability of illegal drugs on school property in the past year was also significantly related to contraception non-use among boys. Conclusions: These results may inform overall and sex-specific adolescent programs to promote consistent contraception use among urban youth within school-based communities.