Our aim was to assess the relationship between self-reported depression, al
cohol consumption, and substance use among 14- to 16-year-olds. A school su
rvey was conducted of 16,464 14- to 16-year-olds in two regions of Finland.
Alcohol and other substance use were found to be significantly associated
with depression. Of girls (boys) who reported drinking weekly, 24% (13%) sc
ored as depressed, compared with 7% (4%) of those not drinking. Of girls (b
oys) who reported having experimented with substances five times or more, 3
7% (28%) scored as depressed compared with 8% (5%) of those who reported ne
ver having experimented with substances. These associations persisted in mu
ltivariate analyses controlling for sociodemographic background. In conclus
ion, frequent drinking and experimenting with substances indicate a risk fo
r adolescent depressive disorders, and depressive adolescents are at risk f
or substance use. Health services should pay attention to the identified de
pressive adolescents to prevent the possibly subsequent substance use probl
ems among them and also pay attention to frequently drinking adolescents an
d substance experimenters, to increase identification of depressive disorde
r and possibilities for early interventions.