A recent Heritage Center for Data Analysis study  found that sexually active teens were, on the whole, less happy, more likely to be depressed and significantly more likely to attempt suicide than those who abstained.
Drawing upon data in the massive National Longitudinal Survey of Adolescent Health, Wave II, the study analyzed responses from some 6,500 teens across the country to questions concerning the frequency with which they felt depressed and whether they had ever attempted suicide.
They found that 25.3 percent of sexually active teenage girls reported that they were depressed “all, most or a lot” of the time. Only 7.7 percent of girls who were not sexually active reported the same levels of depression.
Among boys, some 8.3 percent of those who were sexually active reported high levels of depression, compared with 3.4 percent of boys who were not sexually active.
Among sexually active girls, 14,3 percent reported having attempted suicide, while only 5.1 percent of girls who abstained from sex said they had attempted suicide.
The figures for suicide attempts were even more striking among boys. Six percent of sexually active boys reported suicide attempts, in contrast to less than one percent among boys who abstained.
The authors of the survey said the ratios remained constant when corrected for socioeconomic, racial and other factors that might otherwise account independently for some of the depression and suicidal acts. However, they could not conclusively rule out the possibility that, in at least some cases, the higher levels of depression might be the cause, rather than the effect, of the individual’s decision to become sexually active.
However, the interpretation that the depression and suicidality is an effect of early sexual activity is bolstered by a separate survey by the National Campaign to Prevent Teen Pregnancy. 
In a nationwide survey of more than 500 teenagers, 72 percent of girls and 55 percent of boys who had sexual intercourse said they wish they had waited longer before having sex. A separate question indicated that the majority felt that sex should be postponed until after high school.
 Rector, R., Johnson, K., and Noyes, L. Sexually Active Teenagers Are More Likely to Be Depressed and to Attempt Suicide, The Heritage Foundation, 2003. Available at http://www.heritage.org/Research/Family/cda0304.cfm. Accessed 12/15/2004
 Not Just Another Thing to Do: Teens talk about sex, regret and the influence of their parents The National Campaign to Prevent Teen Pregnancy, 2000. Available at http://www.teenpregnancy.org/resources/data/pdf/teenwant.pdf. Accessed 12/28/2004.