Background: Adolescents’ sexuality is topical in public health discussions owing to its ability to increase the risk of HIV infection and other sexually transmitted diseases. Research shows that adolescents’ sexual behavior, psychosocial distress, and exposure to sexually explicit material are interconnected in that they need collective health interventions for adolescents. However, although mental health factors, such as psychological distress, are common in developing and middle-income countries, including Tanzania, mental health factors are less considered in HIV research. Thus, there is a need to raise awareness on the role of mental health factors in HIV epidemic. This study is, therefore, a response to this requirement by examining the contribution of psychosocial distress and exposure to sexually explicit materials on sexual intercourse among adolescents in Dodoma Region using Dodoma Health and Demographic Surveillance System (HDSS) data.Methods: A cross-sectional survey was conducted in five villages of Chamwino District from April to June 2017 among 1,226 adolescents of 10-19 years age. The villages of Chamwino District were used as sampling strata while a stratified random sampling technique was used to select the respondents. A weighted logistic regression model was used to examine the independent contribution of psychosocial distress and exposure to sexually explicit materials on sexual intercourse while accounting for study design. Results: The overall lifetime prevalence of adolescent sexuality was 20.38%. The prevalence was observed to be higher among males (32.15%) as compared to females (10.92%). Adolescent sexuality was significantly associated with both psychosocial distress and exposure to sexually explicit materials. The odds ratios showed that adolescents reported psychosocially distressed (AOR=1.61, 95 %CI: 1.32- 1.96) and those exposed to sexually explicit materials (AOR=4.26, 95% CI: 3.65- 4.97) were at higher risk of having sexual intercourse. Other variables associated with sexual intercourse were age, sex, alcohol use, and current schooling status. Conclusion: The analysis made through this study came to the conclusion that as HIV risk continues to be a serious concern among adolescents, adolescent sexuality, psychosocial distress, and exposure to sexually explicit materials are interconnected. This calls for upfront interventions on school health education and services, particularly on the ventures to lower psychosocial distress and avert exposure on sexually explicit materials to prevent the spread of HIV and other sexually transmitted diseases.