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Background Adolescent pregnancy poses risks to the life of a young mother and her baby, and can affect their health, educational and future employment outcomes. In many low- and middle-income countries like the Philippines, the Demographic and Health Surveys (DHS) Program is among the most reliable and easily accessible sources of demographic and health data for researchers, development workers, and policymakers. Data on adolescent sexual and reproductive health (SRH) are often limited, but in the absence of other sources, there is room to make the most of the adolescent health data gathered by the DHS. The aim of this study is to explore what more can be learned about adolescent sexual initiation and pregnancy through the further analysis of demographic and health data, using DHS data from the Philippines as an example. Methods This study conducted trend analysis of DHS data over three survey rounds (2003, 2008 and 2013) to explore the context of adolescent sexual initiation and pregnancy over time. Bivariate and multivariate logistic regression were then used to study associations between adolescent pregnancy experience and selected demographic, socioeconomic and SRH variables using data from the 2013 DHS. Results This study found that between 2003 and 2013, proportions of Filipino young women experiencing adolescent sexual initiation and adolescent pregnancy have increased. Multivariate logistic regression affirmed the protective effect of education and belonging to higher wealth quintiles on the risk of adolescent pregnancy. Ever use of contraception was positively associated with adolescent pregnancy but is likely indicative of use after a prior pregnancy, and/or other factors relating to improper/inconsistent contraceptive use. Conclusions In the absence of reliable, easily accessible data on adolescent SRH, the DHS data can provide important insights about adolescent reproductive transitions such as sexual initiation and first pregnancy. However, there are limited variables in the datasets that could proxy for other important social determinants which prior studies have linked to adolescent SRH outcomes. There remains a need for timely and targeted collection of quantitative and qualitative data on adolescent SRH that can guide programming and policy intended to foster positive health outcomes during this crucial transition period to adulthood. Electronic supplementary material The online version of this article (10.1186/s12889-019-7451-4) contains supplementary material, which is available to authorized users.