Recent research has shown that adolescents who engage in sexual intercourse exhibit more depressive symptoms, including suicidal ideation and intent, than do adolescents who do not engage in sexual intercourse. Research has also shown that individuals’ attachment with their caretakers in their childhood has far-reaching effects, even as they enter into adult romantic relationships and sexual initiation, as differing attachments to caretakers is associated with different motives and emotional responses to sexual intercourse. The current study sought to integrate the findings of these fields of research, determining whether individuals’ retrospective identification of their attachment to primary caretakers was associated with their report of depression after sexual initiation. Participants were administered five scales, including a demographics questionnaire, the Retrospective Attachment Scale, the Retrospective Romantic Partner Attachment Scale, the depression items of the Depression Anxiety Stress Scale, and the Center for Epidemiologic Studies Depression Scale-Revised. No significant association was found between sexual activity and depression, and furthermore, there was no moderating effect of attachment to either primary caretaker or first sexual partner on the association between sexual activity and depression. Results of the current study and ideas for future research are discussed.