Abstract Background Early sexual intercourse (SI) may have long-lasting negative impacts on health-related quality of life (HRQoL). So far, these impacts have been studied using age for defining early SI instead of feelings about its timing. The present study examined the association between feelings about the timing of first SI and current HRQoL. Methods Data came from the 2014 cross-sectional Health Behaviour in School-aged Children (HBSC) study in French-speaking Belgium. Among participants aged 16–20 years who already had SI, 1778 were included in analyses. Univariate and multivariate logistic regressions were performed, including potential confounders. Results One quarter of adolescents (26.4%) had poor HRQoL, 19.8% expressed a negative feeling about the timing of first SI and 19.6% did not think about it. Compared with adolescents who thought first SI happened at the right time or wished it had happened sooner, adolescents who had a negative feeling about the timing and those who did not think about it were more likely to have a poor HRQoL (cOR = 1.67 (1.28–2.17) and cOR = 1.37 (1.05–1.80), respectively). After adjustment, associations were no more significant (aOR = 1.22 (0.91–1.63) and aOR = 1.22 (0.91–1.64)). Sex disparity in expressing a negative feeling mostly explained the difference between crude and adjusted analyses. Conclusion Further research is needed to better understand such a complex relationship. The high proportion of adolescents having poor HRQoL and negative feeling about the timing of first SI shows how important it is to find out effective prevention for both domains.