Early age at first sexual intercourse comes with many negative sexual outcomes namely: having unprotected sex on first sexual intercourse, condom misuse, high rate of sexually transmitted infections (STIs), teenage pregnancy, increased number of sexual partners, etc. In this paper, we considered some socio-demographic and cultural factors and their relationship with age at first sexual intercourse so as to reduce the numerous negative sexual outcomes of early age at first sexual intercourse using the 2018 Nigerian Demographic and Health Survey data. The analysis was made using the Cox proportional hazard model and the Kaplan-Meier plot. The result shows that some respondents started having their first sexual intercourse at the age of 8 years and about 54.4% of the respondents had their first sexual intercourse before age 17 years. The median age of first sexual intercourse is 16 years which implies that about 50% of the respondents had their first sexual intercourse on or before their 16th birthday. Education, religion, region and residence significantly affects the age of first sexual intercourse while circumcision has no significant effect.