Research consistently indicates an association between a younger age at first sex and poorer sexual health outcomes. However, research addressing associations between age at first sex and sexual difficulties has produced mixed findings. Moreover, little is known about links between the context and quality of first sex and subsequent sexual difficulties. The aims of this study are to examine whether (i) age and (ii) context and quality at first sex are associated with sexual difficulties; (iii) examine whether age at first sex and context and quality variables are independently associated (after mutual adjustment) with sexual difficulties; and (iv) examine whether age at first sex has an indirect effect on sexual difficulties through an effect on context or quality. Data from 388 questionnaires were gathered from students aged 17-21 living in accommodation halls and by postal invitation to adults aged 25-35. The main outcome measure was the Golombok-Rust Inventory of Sexual Satisfaction (GRISS), which assesses sexual difficulties via an overall score and seven subscales. Appraising first sex as emotionally negative was associated with the majority of sexual difficulties. A less stable relationship at first sex was associated with sexual communication problems and dissatisfaction. Greater enjoyment and using substances were associated with a lower likelihood of anorgasmia for women. Age at first sex was directly associated with reduced sexual frequency only. A younger age at first sex was associated with a greater likelihood of negative appraisal and lower likelihood of a stable relationship and thereby indirectly associated with several sexual difficulties. Experiencing first sex as emotionally negative was consistently associated with later sexual difficulties. When attending to sexual difficulties, understanding the quality and context of first sex may be more useful than knowing the age at first sex. This research is limited by the retrospective nature of the reports of first sex.