The objectives of this study were to (1) explore the nature of caregiving for orphaned and non-orphaned adolescents; and (2), examine how changes in the caretaking roles, as a result of a parental loss, impact on an orphan's sexual behaviors. A total of 52 in-depth interviews and 11 focus group discussions (n = 83) were conducted among adolescent orphans and non-orphans, as well as among 17 caregivers of orphans in Tanzania. Findings revealed three important caregiving roles that contributed to adolescent health: the provision of basic needs, advising and monitoring adolescent behaviors, and assigning household chores. Adolescent participants believed that when these roles are compromised, female orphans' sexual behaviors are impacted. Consequently, they are perceived to be at greatest risk for HIV. Comprehensive programs are needed for orphans to ensure their basic needs are being met, and to assist caregivers find extra support to carry out their caregiving responsibilities.