Early pregnancy occurs frequently in Zambia and is considered a public health issue. The aim of this study was to improve understanding of how gendered sexual norms make young unmarried girls vulnerable to unintended pregnancies in a specific context. It combined individual interviews and focus group discussions with girls and boys aged 13–18 years and the parents of other young people of this same age, with peer interviews with girls aged 13–20 years at four sites in the southern province of Zambia. For girls, sexual relationships and early pregnancies were at odds with dominant norms and were consistently met with disapproval because they led to economic difficulties for young women and their parents, school dropouts and health problems for the young woman and her baby. Lack of resources and insufficient knowledge about sexuality and reproduction, together with gender norms governing sexual behaviour and contraceptive use, combine to place adolescent girls in a vulnerable position with respect to unintended pregnancy.