Adolescent self-regulation is increasingly seen as an important predictor of sexual risk-taking behaviors, but little is understood about how changes in self-regulation affect later sexual risk-taking. Family financial stress may affect the development of self-regulation and later engagement in sexual risk-taking. We examined whether family financial stress influences self-regulation in early adolescence (age 13) and growth in self-regulation throughout adolescence (from age 13–17 years). We then assessed the effects of family financial stress, baseline self-regulation, and the development of self-regulation on adolescent sexual risk-taking behaviors at age 18 years. Using a curve-of-factors model, we examined these relationships in a 6-year longitudinal study of 470 adolescents (52% female) and their parents from a large northwestern city in the United States. Results indicated that family financial stress was negatively associated with baseline self-regulation but not with growth in self-regulation throughout adolescence. Both baseline self-regulation and growth in self-regulation were predictive of decreased likelihood of engaging in sexual risk-taking. Family financial stress was not predictive of later sexual risk-taking. Intervening to support the development of self-regulation in adolescence may be especially protective against later sexual risk-taking.