Literature on social capital has long considered whether and how social capital is protective against various risk behaviors, including age at sexual debut. However, much of this literature uses data from wealthy countries in the Global North and is often cross-sectional, dampening generalizability. In this paper, we employ longitudinal South African data from adolescents in the Cape Area Panel Study to examine the longitudinal link between social capital and age at sexual debut. We first examine the overall relationship between age at sexual debut and social capital and then examine how the relationship differs by race. Results suggest that, on average, each additional activity is associated with an approximate 2 month delay in age at sexual debut. However, we observed steep racial differences. For Africans, the link between social capital and age at sexual debut was not significant, while the results for Coloureds and Whites were. For Coloureds, each additional activity translated into a 3 month delay in sexual debut, while for Whites we found a 4 month delay. We found no evidence of sex differences. Taken together, these results suggest that social capital is not equally efficacious for all South African adolescents. For Africans, social capital does not appear to be linked to age at sexual debut. In contrast, more social capital activities appear to be linked to delayed sexual debut, most particularly for Whites.