Introduction Early sexual activity, often defined as initiation before the age of 16, is a risk behaviour associated with negative health outcomes in adulthood. The objective of this study was to explore links between early sexual activity and individual and contextual characteristics in Canadian youth, and whether these differ for girls and boys. Methods Data were from the 2018 Canadian Health Behaviour in School-aged Children (HBSC) survey administered in classrooms across Canada to students in grades 6 to 10 (ages 11 to 16). The sample includes the 7882 students in grades 9 and 10 who were asked about sexual activity. Individual and contextual measures used included emotional well-being, socioeconomic status, participation in team sports, body image, social media use, family structure, and family support. Descriptive data overall and separately for girls and boys are presented, followed by Poisson regression models to estimate relative risks and associated 95% confidence intervals for strength of associations between characteristics and early sexual activity. Models were adjusted for clustering by school using generalised estimating equations. Results Overall, contextual factors i.e. disrupted family structure or low family support were the characteristics most strongly associated with early sexual activity. Among boys there was an incremental and strong relationship between hours spent in organised sport and early sexual activity. Among girls, poorer body image, lower socioeconomic status, and higher social media use aligned most strongly with early sexual activity.