High and rising rates of smoking and drinking among Chinese adolescents are contributing to increasingly serious physical and mental health issues. While impulsivity has been demonstrated to be significantly related to adolescent cigarette and alcohol use, little is known about the mechanisms behind this association. The current study focused on resilience and depressive symptoms as potential mediators of this link, exploring the indirect pathways connecting impulsivity to teenage tobacco and alcohol use. Possible gender differences in this indirect pathway were also explored. Participants were secondary school students from southern China ( N = 3466; 49.2% were female; Mage = 14.18; SDage = 1.57). Results revealed that adolescents who were more impulsive used cigarettes and alcohol more frequently, and that this effect was partially mediated by lower resilience and more depressive symptoms. It is noteworthy that there were gender differences in this mediating effect, with the effect of impulsivity on cigarette use for girls being mediated by resilience and depressive symptoms, whereas this statistically significant association was not identified for boys. These findings show how adolescents’ impulsivity drives them to smoke and drink, and also emphasize gender as a crucial consideration for intervening with adolescents’ drinking and smoking behaviors.