Tobacco use and its concomitant, nicotine dependence, are increasing in African countries and other parts of the developing world. However, little research has assessed nicotine dependence in South Africa or other parts of the African continent. Previous research has found that adolescent problem behaviors, including tobacco use, tend to cluster. This study examined the relationship between nicotine dependence and adolescent problem behaviors in an ethnically diverse sample of urban South African adolescents. A community sample (N = 731) consisting of “Black,” “White,” “Coloured,” and “Indian” youths aged 12–17 years was drawn from the Johannesburg metropolitan area. Structured interviews were administered by trained interviewers. Nicotine dependence was assessed by the Fagerström Test of Nicotine Dependence. Logistic regression analyses showed that higher levels of nicotine dependence significantly predicted elevated levels of violent behavior, deviant behavior, marijuana and other illegal drug use, binge drinking, early sexual intercourse, multiple sexual partners, and inconsistent condom use, despite control on the adolescents’ demographic characteristics, peer smoking, conflict with parents, peer deviance, and the availability of legal and illegal substances. These relationships were robust across ethnicity and gender. The findings indicate the need for policy makers and prevention and intervention programs in South Africa to consider adolescent nicotine dependence in conjunction with comorbid problem behaviors, including other substance use, sexual risk behaviors, and deviant behaviors.