Adolescence corresponds to a transition period that requires adaptation and change capacities and skills. Most young people succeed with this challenge, whereas a minority fail. In order to identify with the teenage culture, become autonomous, and differentiate from their parents, some adolescents choose to use drugs, beginning with the use of cigarettes, alcohol, cannabis, followed by other illicit drugs such as opiates and stimulants. A high proportion of these adolescents attempt suicide, which is the primary cause of death during adolescence in many European countries. Who are the "vulnerable" adolescents? What are the mechanisms that can explain the varieties of drug-use initiation or suicide attempts? Can "protective factors" be identified? What kind of strategies might be developed at a social and political level in order to prevent or to minimize drug abuse and suicide attempts, among other harmful behaviors? These issues will be discussed on the basis of the recent literature and in the light of a recent study carried out in the French-speaking part of Switzerland on large cohorts of adolescent drug users. Unresolved critical issues are noted and future needed research is suggested.