This study examined longitudinal patterns of initiating substance use and sexual intercourse among a sample of 1,143 high school students from a low-income township in Cape Town, South Africa. Longitudinal data on lifetime incidence of sexual intercourse and alcohol and marijuana use were collected semiannually from 2004 to 2006. Latent transition analysis (LTA) was used to test competing models of transitions to these behaviors. Participants were more likely to move from no risk behavior to substance use, rather than from no risk behavior to sexual intercourse. At all time points, the proportion of youth who had engaged in sexual intercourse but not substance use was very small. The study's limitations and directions for future research are discussed. This research was funded by NIH Grants R01 DA01749 and T32 DA017629-01A1.