OBJECTIVES: This study investigates the association between negative feelings about the first intercourse timing and sociodemographic and contextual factors. We hypothesized that girls and adolescents with an older first sexual partner will be more likely to report negative feelings and that prevalence of those feelings will vary across countries. METHODS: Adolescents (N = 6073, mean age = 15.6 ± 0.34), from Bulgaria, France, Ireland, and Scotland, taking part in the 2013/2014 HBSC study, were asked about sexual initiation, their age and partner's age at first intercourse, and their feeling about the timing of first intercourse. RESULTS: One-fifth of the 1321 adolescents who had had sexual intercourse reported negative feelings about the first intercourse timing. Girls, adolescents from low affluent families, and those with an older first partner were more likely to report negative feelings. However, after adjustment for covariates, only girls and those from less affluent families had significantly higher odds of reporting negative feelings. CONCLUSIONS: Sexual education programmes need to explicitly address decision-making around timing of first intercourse in order to reduce negative feelings, with a special attention to gender and social inequalities.