This study investigated the relationship between sex education received at school and sexual health behaviours at first sex and later in adulthood, using nationally representative data. Respondents were adults from the 2010 Irish Contraception and Crisis Pregnancy Survey (n = 3002), a cross-sectional survey designed to assess knowledge, attitudes and behaviours relating to sex, contraception and pregnancy in Ireland. A multinomial logistic regression investigated the predictors of age and contraception use at first sex Respondents who received sex education were more likely to have first sex at an older age and use contraception on this occasion. Sex education also significantly increased the likelihood of using contraception at first sex, when first sex occurred before 17 years of age. Regression analyses also investigated the effect of sex education and sexual health behaviours into adulthood. Sex education was negatively associated with experiencing a crisis pregnancy and positively associated with a history of STI testing. There was no association found between sex education and contraception use over the past year. Findings suggest that sex education is an important factor in the context of first sex and later sexual health. Sex education programmes should continue to equip adolescents as they make immediate sexual behaviour decisions and further sexual health-related decisions throughout their lifespan.