This study explored relationships between several hypothesized dimensions of gender identity and substance use outcomes within a non-probability sample of adolescents in Monterrey, Mexico. Based on Mexican concepts of machismo and marianismo, four gender identity constructs were measured: aggressive masculinity, assertive masculinity, affective femininity and submissive femininity. The study assessed how well these gender identity measures predicted substance use behaviors, substance use intentions, expectancies, and normative approval, and exposure and vulnerability to substance offers. Data were drawn from questionnaires completed by 327 students from 2 Monterrey secondary schools. Multivariate ordered logistic and linear regression analyses, adjusted for school level effects, indicated that aggressive masculinity was associated with higher risk of drug use on most outcomes, while affective femininity was associated with lower risk on selected outcomes. Assertive masculinity was associated with only one of the outcomes examined and submissive femininity with none of them. Most gender identity effects persisted after controlling for biological sex, academic performance, age, and other gender identity measures. For two of the outcomes, the gender identity measures had significantly stronger effects for males than for females. The findings are interpreted in light of males' higher risk for drug use and changes in gender roles and gendered behavior that are now occurring in Mexico as in the U.S.