The current study examined associations among parenting practices, adolescents’ self-esteem and dating identity exploration, and adolescents’ sexual behaviors. Participants were 680 African American and European American sexually experienced adolescents attending public high schools in the southeast. Results indicated that risky sexual behavior was associated positively with parental psychological control, and negatively with self-esteem and dating identity exploration. Parental support positively predicted self-esteem and dating identity exploration; psychological control also showed a positive association with dating identity exploration. Contrary to expectation, neither self-esteem nor dating identity exploration mediated associations between parenting and risky sexual behavior; moderation tests showed few differences. However, dating identity exploration showed potential to serve as a protective factor for higher risk groups (i.e., males, African Americans), and psychological control appeared particularly detrimental for older adolescents. Finally, youth from stepfamilies showed associations among the variables that differed from youth living in single-parent and two-parent biological/adoptive families.