The overall goal of this dissertation is to better understand early sexual debut and depression among adolescents living in Zimbabwe in order to avert the main causes of mortality among this age group - HIV and self inflicted harm. Paper one highlights the effects household and individual measures of instability have on the timing of sexual debut among a sample of 2,374 Zimbabwean adolescents aged 15-19. Using multivariate cox regression, our results suggest that household instability (>50% membership changes in the past year), depression, and school dropout were significantly associated with earlier ages of sexual debut. Living in a household with a recent death decreased the rates of ever having sex with each year of age. Secondary education or higher was associated with lower rates of ever having sex with each year of age among females and higher rates of ever having sex with each year of age among males. These findings emphasize the importance of considering household vulnerability when assessing adolescent sexual risk. Paper two uses cross-sectional survey data among a sample of 2,768 adolescents (aged 15-19) and 2,027 young adults (aged 20-24) living in Manicaland Province, Zimbabwe to calibrate the Shona Symptom Questionnaire (SSQ) against the Self Report Questionnaire (SRQ-20) and examine the performance indices of the SSQ based on various cut points for classification. A modified SSQ cut point of five or more substantially increases the depression estimates for both age groups to align more closely with the SRQ-20 estimates. The prevalence of depression increased from 3.5% to 13.2% among adolescents and from 5.1% to 16.2% among young adults based on these revisions to the SSQ. Using a multivariate logistic regression model we isolated particular characteristics to test their association with the odds of being misclassified as non-depressed based on the conventional SSQ cut point. Findings suggest that adolescents who were orphaned or ever had sex had a significantly greater odds of being misclassified. When retested using the modified cut point of five or greater, associations with misclassification disappeared. This study stresses that not all depression scales are appropriate for use among adolescents given their unique developmental stage.