Young people living in poor urban informal settlements face unique challenges as they transition to adulthood. This exploratory paper uses retrospective information from the baseline survey of a 3-year prospective study to examine the timing and sequencing of four key markers (first sex, marriage, birth, and independent housing) of the transition to adulthood among 3,944 adolescents in two informal settlements in Nairobi city, Kenya. Event history analysis techniques are employed to examine the timing of the events. Results indicate that there is no significant gender difference with regard to first sexual debut among adolescents. For many boys and girls, the first sexual experience occurs outside of marriage or other union. For males, the sequencing of entry begins with entry into first sex, followed by independent housing. Conversely, for females, the sequencing begins with first sex and then parenthood. Apart from sexual debut, the patterns of entry into union and parenthood do not differ much from what was observed for Nairobi as a whole. The space constraints that typify the two slums may have influenced the pattern of leaving home observed. We discuss these and other findings in light of their implications for young people’s health and well-being in resource-poor settings in urban areas.