The objective of this study was to explore whether the time at which sex education was provided had any impact on reported cases of unintended pregnancies. A cross-sectional survey of secondary school students and their teachers was conducted using self-administered questionnaires. The participants were 1,234 students aged 14-17 years and 46 teachers in 5 secondary schools in South Eastern Nigeria. The outcome measures were reported pregnancies within the last 3 years by type of school and class level; class level at the time of receiving sex education at school; and age at the time of receiving sex education at home. In all schools, sex education was provided at all the junior and senior secondary school levels (JSS and SSS, respectively). Overall, reported cases of unintended pregnancies were highest among the junior students. In the private schools, four in ten teachers reported pregnancies among JSS 3 students. Almost four in ten teachers in public schools reported pregnancies among JSS 2 students. Of all the students, about three in ten reported pregnancies among JSS 2 and 3 students respectively. At home, sex education was provided at the mean age of 16 years (SD ± 2.2). All participants cited financial need and marital promise as major predisposing factors. About four in ten students did not use contraceptives during their first sexual experience. This study highlights the need to introduce sex education much earlier, possibly before the JSS levels. At home, sex education may have greater impact if provided before the age of 14 years. Efforts should be made to address the factors predisposing to teenage pregnancy.