This study applied the time-varying effect model (TVEM) to data from the National Longitudinal Study of Adolescent to Adult Health to explore how self-esteem mediated age-varying associations of closeness to mother and father and their child's sexual behavior through adolescence and emerging adulthood. Paternal closeness is associated with lesser odds of sexual behaviors for both female and male adolescents until age 20, whereas maternal closeness only predicts for female adolescents between ages 13 and 15. Self-esteem mediated the association between mother closeness and multiple partners in male adolescents between ages 14.5 and 16.5. Fathers have an impact on adolescent sexual behavior across adolescence and emerging adulthood, while mothers' roles are more important for female adolescents in early adolescence.