Past studies on the influence of sexual activity on contraceptive behaviours are inconclusive, relying heavily on cross-sectional data. We used a population-based longitudinal sample of young women in Michigan to evaluate weekly associations between sexual activity and contraceptive use at three levels of measurement: comparing between women, among individual women’s partnerships, and from week to week within partnerships. We used multinomial logistic regression accounting for correlations within partnerships and women. Relative to use of least effective methods, weekly sexual activity was significantly associated with increased use of condoms, pills, and highly effective methods. For pills and highly effective methods, partnership-, woman-, and week-level effects were similar. For condoms, there was no significant woman-level effect. Evidence of immediate effects of sexual activity on contraceptive use highlights the importance of longitudinal data. These dynamics may be diluted or missed altogether when relying on cross-sectional data approaches that compare groups of individuals.