This study aimed to assess the prevalence and correlates of sexual risk behaviors among adolescents in the Caribbean. Nationally representative cross-sectional data were analyzed from 9143 adolescents (15 years = median age) that took part in the 2016 Dominican Republic, 2016 Suriname, 2017 Jamaica, and 2017 Trinidad and Tobago Global School-Based Student Health Survey (GSHS). The results indicate that 41.4% of the students had ever had sex, ranging from 26.4% in Trinidad and Tobago to 48.1% in Jamaica. Among the sexually active, 58.8% had had ≥2 sexual partners; 58.6% had had an early sexual debut (≤14 years); 41.9% had not used birth control the last time they had sex; 28.4% had not used a condom the last time they had sex; and, of the whole sample, 31.9% had engaged in two or more (multiple) sexual risk behaviors, ranging from 16.5% in Trinidad and Tobago to 40.3% in Jamaica. In an adjusted logistic regression analysis, substance use (tobacco, alcohol, and cannabis), psychological distress, frequent soft drink intake, participation in physical fighting, school truancy, older age, and male sex were associated with single and/or multiple sexual risk behaviors. A large number of adolescents in the Caribbean reported sexual risk behaviors, emphasizing the need for intervention.