A systematic review of peer-reviewed, empirical literature published between 1990 and 2006 was undertaken to determine whether existing research could provide evidence, and a deeper understanding of the relationship between dropping out of high school and the use of substances such as tobacco, alcohol, cannabis/marijuana and other illicit drugs. Forty-six articles were reviewed. The review describes the heterogeneity of theoretical frameworks employed, as well as the limited ability of any one to adequately explain the relationship between high school dropout and substance use. A refinement of the many confounding and mediating variables into coherent conceptual categories would aid more robust theory building and theory integration. In spite of differences in dropout definitions and diverse measures of substance use across studies, the main findings point to a largely consistent relationship between dropping out of high school and substance use. However, socially disadvantaged and poor persons, dropouts, and drug users are over-represented in some of the loss to follow-up groups in longitudinal studies surveyed. More rigorous mechanisms to retain participants in longitudinal studies should be employed. Suggestions for future research include comparisons between urban and rural populations, employing qualitative research methods, and research in developing countries, which have the least favourable school outcomes and a dearth of research on high school dropout.