Associations between simultaneous teenage drinking and smoking are considered in a birth cohort born in Northern Finland in 1966 (n = 12,058), especially in non-standard, mainly single parent families. Data were collected from pregnancy until the age of 14. ROC (receiver operating characteristic curve) analysis was used to assess how well smoking predicts use of alcohol. Smoking and drinking were more interconnected in the non-standard families among both boys (p = 0.007) and girls (p = 0.018), but only among boys (p = 0.064) when the data were standardized for social class and place of residence and not among girls (p = 0.191). A similar relation between smoking and having been drunk was found among boys in non-standard families (p = 0.016), even when adjusted as above (p = 0.029), but not among girls (unadjusted p = 0.235, adjusted p = 0.469). The findings suggest that the adolescent boy's self-protective behaviour with respect to the commencement of combined experimentation with smoking and drinking is more restricted in non-standard families than in standard families.