The aim of this study was to analyze the factors associated with concurrent alcohol, tobacco and illicit drug use among Brazilian schoolchildren aged 13-17. We conducted a cross-sectional study using data from the 2019 National School-Based Health Survey. The outcome was use of the three substances during the last 30 days. Hierarchical multiple logistic regression was carried out with independent variables grouped into four blocks: sociodemographic characteristics; family context; behavioral aspects; and stressors. Variables with p<0.05 were retained in the final model. The prevalence of concurrent substance use was 3.3%. Being male, living in the Midwest, South and Southeast, skipping school without parent permission, parents not knowing what their children do in their free time, having parents who smoke, having experienced physical aggression from parents, feeling that life is not worth living, trying drinking and illicit drugs before the age of 13, and having friends who drink alcohol, smoke and use drugs in their presence remained associated with the outcome in the final model. The findings reveal high prevalence of concurrent alcohol, cigarette and illicit drug use among adolescents and that poly use is associated with sociodemographic, family, and behavioral factors and stressors.