Sex and birth order of siblings are important determinants of an adolescent's risky behaviour and economic outcomes in later age. Both parental choices and peer-effect are the two possible mechanisms investigated in the literature. This paper studies the peer-effect to show how gender of preceding siblings shape risky sexual behavior of teen girls in Nigeria, a context characterized by age and gender based hierarchy. Using individual data from the DHS surveys it shows that women born in families with a male firstborn are significantly less likely to have a premarital teen pregnancy. Such reduction is assessed to be as high as 33% when compared to their counterparts in female firstborn families. Additionally, the effect of a male firstborn is a function of age difference and his survival status, as well as the presence of the father in the household. The study underlines how gender roles and the birth order of siblings affect adolescents' risky behaviour.