The aim of the study was to assess prevalence and factors associated with binge drinking, cannabis use and tobacco use among ethnic Norwegians and ethnic minority adolescents in Oslo. We used data from a school-based cross-sectional survey of adolescents in junior- and senior high schools in Oslo, Norway. The participants were 10,934 adolescents aged 14-17 years, and just over half were females. The sample was comprised of 73.2 % ethnic Norwegian adolescents, 9.8 % 1st generation immigrants, and 17 % 2nd generation adolescents from Europe, the US, the Middle East, Asia and Africa. Logistic regression models were applied for the data analyses. Age, gender, religion, parental education, parent-adolescent relationships, depressive symptoms and loneliness were covariates in the regression models. Ethnic Norwegian adolescents reported the highest prevalence of binge drinking (16.1 %), whereas the lowest prevalence was found among 2nd generation adolescents from Asia (2.9 %). Likewise, the past-year prevalence for cannabis use ranged from 10.6 % among 2nd generation Europeans and those from the US to 3.7 % among 2nd generation Asians. For daily tobacco use, the prevalence ranged from 12.9 % among 2nd generation Europeans and the US to 5.1 % among 2nd generation Asians. Ethnicity, age, gender, religion, parental education, and parent-adolescent relationships and mental health status were significantly associated with binge drinking, cannabis and tobacco use. These factors partly explained the observed differences between ethnic Norwegians and ethnic minority adolescents in the current study. There are significant differences in substance use behaviors between ethnic Norwegian and immigrant youth. Factors like age, gender, religion, parental education and relationships and mental health status might influence the relationship between ethnicity and substance abuse. The findings have implications for planning selective- as well as universal prevention interventions.