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Introduction and Aims Nigeria is composed of six geopolitical zones plus one Federal Capital Territory. Differences between zones can differentially influence the adoption of risk behaviours by adolescents. This paper aims to describe the knowledge, attitudes, beliefs, risk perception, skills and substance use among Nigerian secondary school students highlighting the differences by geopolitical zone. Design and Methods The population size of each zone was taken into account in extracting the 32 schools for the survey. The characteristics of the social environment, tobacco, alcohol and substance use, knowledge, beliefs, risk perception, attitudes, personal skills and school climate were investigated through an anonymous questionnaire. Results A total of 4078 adolescents participated in the survey: 5.1% reported they had smoked cigarettes at least once in their life, 33.6% drank alcohol, 13.1% experienced drunkenness, 7.5% used cannabis and 11.6% other drugs. The highest rates of alcohol use were observed in the South, whilst the use of tobacco, cannabis and other drugs was higher in the North. Knowledge about tobacco, alcohol and marijuana was quite low across all zones. Scores for self‐esteem, decision‐making and refusal skills, risk perception and beliefs were lower in the North. Discussion and Conclusions This study shows a high prevalence of adolescent alcohol and substance use in Nigeria. There is a need for planning and implementing evidence‐based drug education and prevention programs across the country. Prevention activities targeting adolescents could help to reduce the later life burden of disease related to use of tobacco, alcohol and other drugs.