The study purpose was to determine the association between sexual debut and HIV sero-status, and factors contributing to a positive HIV sero-status. Retrospective cross-sectional data from the Kenya Demographic and Health Survey-2003 were used. Data on women aged 15-49 (n = 3,273) and men aged 15-54 (n = 2,917) accepting HIV testing were retained from three datasets. Stata version 10.1 was used for analyses, p < 0.05. Nine percent of women and 5% of men tested positive for HIV, of whom 46% and 49%, p < 0.001 were aged 16-21 respectively. After adjusting for confounding, women and men who had sexual debut aged 16-21 were 2.31 (95% CI: 1.52-3.51), p < 0.001 and 1.83 (95% CI: 1.07-3.13), p < 0.05 times more likely to test positive for HIV compared to those who never had sex respectively. Early sexual debut continues to be a major risk factor for acquiring HIV infection later in life, suggesting earlier interventions could have a major impact towards fighting the disease.