Measures of stress and coping were obtained from two cohorts of urban adolescents during the seventh- to eighth-grade period and were related to indices of cigarette smoking and alcohol use. Predictions were derived from a stress coping model of substance use. Stress was indexed by measures of subjective stress, recent events, and major life events; coping was assessed by behavior-based and intention-based methods. Concurrent and prospective analyses were consistent with predictions, indicating that stress was positively related to substance use, and four coping mechanisms (behavioral coping, cognitive coping, adult social support, and relaxation) were inversely related to substance use. Two types of predicted interactions, Stress X Coping and Positive X Negative Events, were found. Measures indexing peer support, distraction coping, and aggressive coping were positively related to substance use, independent of other predictors. Implications for substance use theory and prevention research are discussed.