Teenage pregnancy carries serious impacts on adolescent health. This study aimed to examine the effects of pregnancy on adolescents and to explore how they cope with the problems they faced during the pregnancy. It involved 26 adolescents residing in a government shelter home in Kuala Lumpur. A self-administered questionnaire containing a mixture of open- and closed-ended questions was used. Among physical (sleeping problem and self-care problem), psychological (emotional difficulties and low self-efficacy) and social (stigma and discrimination, financial difficulty, friendship problem and school dropout) problems, emotional difficulties were the most common problems, whereas stigma and discrimination was the least common. Young adolescents aged less than 16 years old were significantly associated with poor self-care (p=0.01). To cope with their problems, the adolescents generally used avoidance, withdrawal, and social support, particularly from parents and peers. Doctors were the least popular among all. In conclusion, holistic and individualised care is needed. Strategies to reduce emotional problem experienced by pregnant adolescents should be implemented. The available healthcare services for teenage pregnancy should also be promoted.