Introduction In low-and middle-income countries, pregnancy-related complications are major causes of death for young women. This study aimed to determine the prevalence of first adolescent pregnancy and its associated factors in sub-Saharan Africa. Methods We undertook a secondary analysis of cross-sectional data from Demographic and Health Surveys conducted in 32 sub-Saharan African countries between 2010 and 2018. We calculated the prevalence of first adolescent (aged 15 to 19 years) pregnancy in each country and examined associations between individual and contextual level factors and first adolescent pregnancy. Results Among all adolescents, Congo experienced the highest prevalence of first adolescent pregnancy (44.3%) and Rwanda the lowest (7.2%). However, among adolescents who had ever had sex, the prevalence ranged from 36.5% in Rwanda to 75.6% in Chad. The odds of first adolescent pregnancy was higher with increasing age, working, being married/cohabiting, having primary education only, early sexual initiation, knowledge of contraceptives, no unmet need for contraception and poorest wealth quintile. By contrast, adolescents who lived in rural areas and in the West African sub-region had lower odds of first adolescent pregnancy. Conclusion The prevalence of adolescent pregnancy in sub-Saharan African countries is high. Understanding the predictors of first adolescent pregnancy can facilitate the development of effective social policies such as family planning and comprehensive sex and relationship education in sub-Saharan Africa and can help ensure healthy lives and promotion of well-being for adolescents and their families and communities.