According to a growing body of literature, some orphans are at heightened risk of early sexual debut and early marriage. This study examines a rarely explored aspect of orphanhood: the timing and type of parental death and their relationship to these outcomes. The study also explores whether education mediates orphans' risk of early sexual initiation and early marriage. The data are drawn from the 2004 National Survey of Adolescents, which includes interviews with 12–19‐year‐old adolescents in Burkina Faso, Ghana, Malawi, and Uganda. Results from discrete‐time event history analysis indicate that female double orphans, regardless of timing of orphanhood, have greater odds of early sexual debut than do nonorphans. Education explains little of their increased risk. In contrast, male orphans of any type reveal no increased vulnerability to early sexual debut. Uganda is the only country where female orphans, specifically double orphans and those who are paternal orphans before age 10, have greater odds of early marriage, with education accounting for a small portion of the risk.