Emotional and psychosocial factors showed significant interactive effects on substance use. Emotional control, which tended to buffer the effects of potential risk factors, and peers' substance use were consistent predictors of substance use. In contrast, the role of other factors depended on the substance under study, with depression and peers' conventional behavior being part of interactive terms for tobacco use and cannabis use only, and the quality of parent-child relationships being absent from the final model on cannabis use. Conclusions/Importance: Exploring interactions and potential substance-specific effects is fundamental to reach a better understanding of how emotional and psychosocial factors work in concert relative to substance use in adolescence.