Results of the study confirmed the overall expectation that maladaptive changes in youths’ relationships with their perceived environments such as an increase in parent problem-focused interactions, a decrease in religious attendance, and a decrease in school belonging predict, and are predicted by, sexual intercourse. Results more strongly support the transactional model of the relationship between sexual intercourse and connection with the perceived environment for young women than for young men. Findings underscore previous studies that suggest the existence of a downward spiral in which problem behavior increases as supports fall away. Supports must be in place to counteract the loss of support they experience with the transition to sexual intercourse. Sexual intercourse in adolescents’ lives is cross-sectionally and longitudinally associated with depressive symptoms. Deserving of further explanation, this study argues that adolescent sexual intercourse, because it is a “problem behavior” that is undesirable according to social norms, causes depressive symptoms by eroding youths’ connections with the perceived environment (family, school, and religious organizations). Data for the study were drawn from the National Longitudinal Survey of Adolescent Health (Add Health). Tables, figures, and references