Abstract Background HIV is a leading cause of morbidity and mortality in Zambia. Like many other African nations with high HIV burden, heterosexual intercourse is the commonest mode of HIV spread. The estimation of prevalence and factors associated with sexual intercourse among in-school adolescents has potential to inform public health interventions aimed at reducing the burden of sex-related diseases in Zambia. Methods We carried out secondary analysis of the Zambia Global School-Based Health Survey (GSHS) 2004; a cross sectional survey that aims to study health-related behaviors among in-school adolescents. We estimated frequencies of relevant socio-demographic variables. The associations between selected explanatory variables and self-reported history of sexual intercourse within the last 12 months were assessed using logistic regression analysis. Results Data from 2136 in-school adolescents who participated in the Zambia Global School-Based Health Survey of 2004 were available for analysis. Out of these respondents, 13.4% reported that they had sexual intercourse in the past 12 months prior to the survey; 16.4% and 9.7% among males and females respectively. In multivariable logistic regression analysis, with age less than 15 years as the referent the adjusted odds ratio (AOR) of having engaged in sexual intercourse in adolescents of age 15 years, and those aged 16 years or more were 1.06 (95% CI 1.03–1.10) and 1.74 (95% 1.70–1.79) respectively. Compared to adolescents who had no close friends, adolescents who had one close friend were more likely to have had sexual intercourse, AOR = 1.28 (95% CI 1.24–1.32). Compared to adolescents who were not supervised by their parents, adolescents who were rarely or sometimes supervised by their parents were likely to have had sexual intercourse, and adolescents who were most of the time/always supervised by their parents were less likely to have had sexual intercourse; AORs 1.26 (95% CI 1.23–1.26) and 0.92 (95% CI 0.90–0.95) respectively. Compared to adolescents who did not smoke dagga, adolescents who smoked dagga 1 or 2 times, and those who smoked dagga 3 or more times in their lifetime were 70% and 25% more likely to have had sexual intercourse, respectively. Adolescents who drank alcohol in 1 or 2 days, and those who took alcohol in 3 or more days in a month preceding the survey were 12% and 9% more likely to have had sexual intercourse, respectively, compared to adolescents who did not drink alcohol in the 30 days prior to the survey. Furthermore, adolescents who had been drunk 1 or 2 times, and who had been drunk 3 or more times in a life time were 14% and 13% more likely to have had sexual intercourse compared to those who have never been drunk in their lifetime. Conclusion We identified a constellation of potentially harmful behaviours among adolescents in Zambia. Public health interventions aimed at reducing prevalence of sexual intercourse may be designed and implemented in a broader sense having recognized that sexually active adolescents may also be exposed to other problem behaviours.