This study aimed to analyze knowledge, attitudes and sexual risk behaviors related to sexually transmitted infections and identify if sex education classes can influence students in middle, high school and university. The sample included 4751 students, mean age 16 years old, attending middle, high school and university, in Portugal. Data collection was held within the Health Behavior in School-aged Children and the Sexual and Reproductive Health in University Students surveys. The rates of students who reported having had sexual intercourse ranged from 13.2% (middle school) to 75.3% (university). Among those sexually active, most reported having used condom at first sexual intercourse and not having had sexual intercourse under the influence of alcohol or drugs. Their level of knowledge regarding HIV/AIDS transmission was average and the level of positive attitudes towards HIV infected people and condoms was good. Students that reported having had sex education classes showed more accurate knowledge and fewer sexual risky behaviors. University students demonstrated more knowledge and more positive attitudes but fewer preventive sexual behaviors, which may suggest that protective behaviors are abandoned over time or that younger generations tend to protect themselves more than before. Regardless, sex education classes should be implemented before people become sexually active.