The timing of transitions to sexual activity, marriage and childbearing in sub-Saharan Africa is undergoing profound changes. This study investigates the determinants of adolescent transitions in South Nyanza, a socioeconomically deprived setting in Kenya where adolescent reproductive health is a particular concern. The analysis is based on Cox regression of timing of first sexual intercourse, first marriage and first pregnancy, using data from a survey of 1247 females aged 12–19 years. The results show that higher household socioeconomic status and educational attainment are associated with delayed onset of all three transition events. Furthermore, mother’s higher educational attainment is protective for initiation of sexual intercourse while rural residence is protective for pregnancy experience. Other protective factors include communication with parents or with fellow girlfriends. However, discussing sexual matters with boyfriends, high internal locus of control, and gender bias are associated with early onset of the three transition events.