A comprehensive account of the causes of alcohol misuse must accommodate individual differences in biology, psychology and environment, and must disentangle cause and effect. Animal models can demonstrate the effects of neurotoxic substances; however, they provide limited insight into the psycho-social and higher cognitive factors involved in the initiation of substance use and progression to misuse. One can search for pre-existing risk factors by testing for endophenotypic biomarkers in non-using relatives; however, these relatives may have personality or neural resilience factors that protect them from developing dependence. A longitudinal study has potential to identify predictors of adolescent substance misuse, particularly if it can incorporate a wide range of potential causal factors, both proximal and distal, and their influence on numerous social, psychological and biological mechanisms. Here we apply machine learning to a wide range of data from a large sample of adolescents (n = 692) to generate models of current and future adolescent alcohol misuse that incorporate brain structure and function, individual personality and cognitive differences, environmental factors (including gestational cigarette and alcohol exposure), life experiences, and candidate genes. These models were accurate and generalized to novel data, and point to life experiences, neurobiological differences and personality as important antecedents of binge drinking. By identifying the vulnerability factors underlying individual differences in alcohol misuse, these models shed light on the aetiology of alcohol misuse and suggest targets for prevention.