The purpose of this study was to examine the prevalence of pregnancy as well as multi-level factors (i.e., individual, family, and environment) associated with history of pregnancy among a sample of urban adolescent women seeking psychological services. Data were collected from a total of 264 sexually active, 13-18-year-old, adolescent women who participated in a larger HIV prevention study. Adolescents and one participating parent completed an audio computer-assisted self-interviewing survey. A total of 17.4% of participants reported a history of pregnancy. A multivariable logistic regression model suggests that after controlling for empirically derived sociodemographic and behavioral covariates, absence of father in the home, family support and cohesion, and neighborhood risk were positively related to pregnancy. This study is among the first to examine multi-level factors associated with pregnancy among adolescent women diagnosed with psychological disorders. Consideration of such factors is crucial both in terms of clinical practice and in the design of pregnancy prevention programs. Collaboration between physicians and mental health providers working with adolescent women is crucial and represents an ideal opportunity to promote parental involvement and access to supportive community resources, including pregnancy prevention programs for this vulnerable population of adolescents.