This study examined the relationship between orphanhood status, living arrangements and sexual debut. The study is important in the context of southern Africa, where a substantial number of children live apart from their parents because the parent is dead or living elsewhere, and where female adolescents face disproportionate sexual and reproductive health risks. Data for female adolescents were taken from Demographic and Health Surveys conducted in seven southern African countries. Unadjusted and adjusted hazard ratios of sexual debut were estimated using Cox Proportional Hazard models. The results from multivariate analyses showed that non-co-residence with biological parents was significantly associated with higher risk of sexual debut in five of the seven countries. Using pooled data, the results showed that father absence was associated with higher risk of sexual debut – whether the father was deceased or living elsewhere. Interventions to delay sexual debut among female adolescents should seek to promote father–adolescent co-residence and improve access to education.