Although the relation between family relationships and the timing of sexual debut has been the focus of many studies, research on mediating factors is scarce. This study examines whether low levels of family cohesion result in an earlier onset of romantic and sexual experiences, and whether the link between family cohesion and an early sexual debut is mediated by early romantic initiation. A longitudinal sample of 314 adolescent girls and 222 boys, aged 12–17 at Wave 1, completed questionnaires at three measurement points with three year intervals. The results showed that sexual debut followed romantic initiation for 77% of the participants. For early adolescent females (aged 12–14), high levels of family cohesion resulted in a later sexual debut and this association was fully mediated by a delay of romantic initiation. Among boys and older girls, timing of romantic initiation did not mediate the link between family cohesion and timing of sexual initiation. Early adolescent girls who have negative relationships with their parents turn to romantic relationships for intimacy and support, which subsequently provide the opportunity for an early sexual debut. Low levels of family cohesion thus primarily precipitate romantic initiation and sexual initiation appears to be secondary to this process among girls in this age group.