The objective of this study was to determine the effects of psychosocial factors such as peer group, family and academic self-perception on smoking, alcohol and substance use by adolescents living in Mersin, Turkey. The study included a total of 3282 students from the sixth and tenth grades and college. The number of participating students required from each school was obtained through stratification, and by weighing the enrolled student population in each subgroup. The final sample was derived using a simple random sampling technique. A 45-item self-administered questionnaire was used. The questionnaire included questions about socio-demographic characteristics and lifetime and current (i.e. within the past month) use of cigarettes, alcohol, cannabis, inhalants and other illicit drugs (heroin, cocaine, sedative-hypnotic drugs, etc.). This study found that: (1) higher socio-economic status of the family increased the likelihood of smoking and alcohol use in adolescents; (2) the prevalence of alcohol use was higher in adolescents whose mothers had a higher educational level and whose mothers and fathers drank alcohol; (3) there was a significant association between substance use and having a peer who used a substance; and (4) the prevalence of smoking was significantly higher in students who perceived their academic performance to be poor. Understanding the role and importance of psychosocial factors associated with smoking, alcohol and substance use will be crucial to develop preventive measures for adolescents.