Investigating the association between hormonal contraception and HIV is challenging due to high discontinuation rates among users. This secondary analysis of 262 South African adolescent new users of hormonal contraception found continuation rates after 1 year for depot medroxyprogesterone acetate, norethisterone enanthate, or combined oral contraceptives of 40.4%, 64.4%, and 64.6%, respectively. Implications for studies evaluating the association between injectable hormonal contraceptive use and HIV are discussed.