Given a finite alphabet A and a primitive substitution θ : A → A λ (of constant length λ), let (X θ , S) denote the corresponding dynamical system, where X θ is the closure of the orbit via the left shift S of a fixed point of the natural extension of θ to a self-map of A Z. The main result of the paper is that all continuous observables in X θ are orthogonal to any bounded, aperiodic, multiplicative function u : N → C, i.e. lim N →∞ 1 N n≤N f (S n x)u(n) = 0 for all f ∈ C(X θ) and x ∈ X θ. In particular, each primitive automatic sequence, that is, a sequence read by a primitive finite automaton, is orthogonal to any bounded, aperiodic, multiplicative function.