In Malaysia, sexual health risks such as unprotected sex, teenage pregnancies, abandoned babies, abortion, and sexually transmitted diseases are on the rise because adolescents are increasingly engaging in such sexual behaviors. The present study aimed to investigate the relationship between perceived peer sexual behaviors and sexual behaviors among adolescents as well as to examine the interacting role of gender in such a relationship. This cross-sectional study recruited a sample of 338 school-going adolescents (Mage = 16.7; SDage = 1.53) using the purposive sampling method. Participants were required to complete questionnaires consisting of the modified Human Sexuality Questionnaire-Orgasmic Experience Scale and the Peer Norms Scale. Results indicated that adolescents who perceived their peers to be actively engaging in sexual behaviors were more prone to being sexually active themselves. The results also showed gender as a significant moderator in the relationship between adolescents' perceived peers' sexual behaviors and sexual behaviors. Besides, the impact of perceived peer sexual behaviors on sexual behaviors was found to be stronger in male than female adolescents. Overall, the findings from this study hinted at the importance of peers and gender differences during the planning and implementation of sexual and health education.