A theoretical model of adolescent behavior is examined separately for males and females (N = 722). The model hypothesizes that depression and self-derogation may lead to a lack of purpose in life, which, in turn, may lead to suicide ideation and substance use. Confirmatory factor analyses and structural equation procedures were used to examine the model, using Bentler's (1984) EQS computer program, which is available from BMDP. For both the men and women, the model adequately accounted for the data although there were some important differences between the sexes. In response to psychic discomfort (i.e., Depression and Self-derogation), men are more apt to turn to drugs and alcohol, whereas women consider suicide. Conversely, the situation changes in response to feelings of meaninglessness or a lack of purpose in life. Here, the females appear to turn to substance use, whereas the males react with thoughts of suicide.