The transition from middle to late adolescence brings challenges that increase risk for emotional, behavioral, and social problems. The nature of the associations among these types of problems is poorly understood. This National Institute on Drug Abuse-funded study examined longitudinal relations among negative affect, substance use, and peer deviance from ages 16 to 18 years. Multiwave youth and parent questionnaire data collected from 429 sixth graders (222 girls) and their families residing in the rural Midwestern United States and recruited in 1993 were analyzed via structural equation modeling. Consistent with the self-medication hypothesis, negative affect statistically predicted increased substance use over time. Implications for theory and prevention are discussed and the study's limitations are noted.