Multiple methodological approaches have been used to explore adolescent alcohol use and related sexual behaviors, ranging from surveys to assessments of alcohol outlet density. Although surveys can capture the extent of alcohol use, they do not allow for a contextualized understanding of young people's voiced experiences with alcohol, including sociocultural, gendered and environmental pressures to consume, and related engagement in sex. The mapping of alcohol outlets provides physical density information, but infrequently from youths' perspectives. Traditional qualitative methods like in-depth interviews and focus group discussions do allow for a more nuanced understanding of adolescents' experiences, but they can be limited by the use of semi-structured guides that may negatively impact the fluidity of discussion. We seek to contribute to the methodological approaches utilized with adolescents by demonstrating how contextualized data were captured from Tanzanian adolescents' experiences of alcohol and sex, which are sensitive topics in many African countries. We collected data in secondary schools and youth centers across four sites in Dar es Salaam, the largest and most diverse city in Tanzania. As a complement to in-depth interviews, archival reviews, and a systematic mapping of alcohol availability, participatory methodologies such as photovoice, story writing, and drawing allowed Tanzanian youth to offer more honest, descriptions of lived experiences with their physical and social environment in relation to alcohol use and related sexual behavior patterns. Through participatory methods, study participants were able to discuss behaviors that are viewed as social transgressions, sensitive topics like violence in relation to sex, and views around their own self-agency. The use of a methodological toolkit including participatory methodologies enabled youth to trust the researchers and share sensitive information in a relatively short period of time, overcoming some of the challenges of traditional qualitative methods.