Introduction: Sexual education plays an important role in the prevention of risk-taking sexual behaviors. The objective of this study was to evaluate the importance attributed to sexual education by adolescents, correlating it with the assessment they make of their attitudes and with their knowledge towards sexuality. Methods: This observational study included adolescents who attended elementary or high school in the central region of Portugal. A characterization of sociodemographic and sexual data was made and the Adolescent Students’ Attitudes Scale towards Sexuality (E3AS) was applied. Results: We included 394 adolescents with a mean age of 14.9 ± 1.4 years. The majority (89.3%) attributed importance to sexual education. Adolescents that gave more importance to sexual education were the ones that ranked higher the information they learned about sexuality (r = 0.236), had less unprotected sex due to lack of information (r = -0.363) or because they were under the effect of alcohol and/or drugs (r = -0.365) and had a superior classification in F2 (r = 0.380), F5 (r = 0.402) and in the total scale (r = 0.531). Discussion and conclusion: Adolescents that attributed greater importance to sexual education were the ones that ranked higher the information they possessed about sexuality. After initiating sexual activity, a greater importance attributed to sexual education seems to have a protective effect on risk-taking sexual behaviors.