While the literature on peacekeeping has mostly focused on whether peacekeeping actually keeps the peace, few studies have systematically addressed the question of what explains variations in unintended consequences of peacekeeping, such as sexual exploitation and abuse (SEA). This study presents the Sexual Exploitation and Abuse by Peacekeepers data, a new dataset covering the 36 international peacekeeping missions by the UN, NATO, ECOWAS, and the African Union, active in the years 1999–2010. Using this dataset, it also presents the first statistical study that explores the issue of what can account for variations in reported SEA across peacekeeping operations. The systematic analysis of this data indicates that SEA was more frequently reported in situations with lower levels of battle-related deaths, in larger operations, in more recent operations, the less developed the country hosting the mission, and in operations where the conflict involved high levels of sexual violence. Our discussion and conclusion highlights data restrictions and identifies key challenges for future research.