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One-quarter of married, fertile-age women in Sub-Saharan Africa report not wanting a pregnancy and yet do not practice contraception. We collect detailed data on the subjective beliefs of married, adult women not wanting a pregnancy and estimate a structural model of contraceptive choices. Both our structural model and a validation exercise using an exogenous shock to beliefs show that correcting women’s beliefs about pregnancy risk absent contraception can increase use considerably. Our structural estimates further indicate that costly interventions like eliminating supply constraints would only modestly increase contraceptive use, while confirming the importance of partners’ preferences highlighted in related literature.