BACKGROUND AND AIMS There is a documented link between common psychiatric disorders and substance use in adolescent males. This study addressed two key questions: (1) is there a within-person association between an increase in psychiatric problems and an increase in substance use among adolescent males and (2) are there sensitive periods during male adolescence when such associations are more evident? DESIGN Analysis of longitudinal data collected annually on boys selected randomly from schools based on a comprehensive public school enrollment list from the Pittsburgh Board of Education. SETTING Recruitment occurred in public schools in Pittsburgh, Pennsylvania, USA. PARTICIPANTS A total of 503 boys assessed at ages 13-19 years, average cooperation rate = 92.1%. MEASUREMENTS Diagnostic and Statistical Manual (DSM)-oriented affective, anxiety and conduct disorder problems were measured with items from the caregiver, teacher and youth version of the Achenbach scales. Scales were converted to t-scores using age- and gender-based national norms and combined by taking the average across informants. Alcohol and marijuana use were assessed semi-annually by a 16-item Substance Use Scale adapted from the National Youth Survey. FINDINGS When male adolescents experienced a 1-unit increase in their conduct problems t-score, their rate of marijuana use subsequently increased by 1.03 [95% confidence interval (CI) = 1.01, 1.05], and alcohol quantity increased by 1.01 (95% CI = 1.0002, 1.02). When adolescents experienced a 1-unit increase in their average quantity of alcohol use, their anxiety problems t-score subsequently increased by 0.12 (95% CI = 0.05, 0.19). These associations were strongest in early and late adolescence. CONCLUSIONS When adolescent boys experience an increase in conduct disorder problems, they are more likely to exhibit a subsequent escalation in substance use. As adolescent boys increase their intensity of alcohol use, they become more likely to develop subsequent anxiety problems. Developmental turning points such as early and late adolescence appear to be particularly sensitive periods for boys to develop comorbid patterns of psychiatric problems and substance use.