Aims: To assess the relationship between negative experiences and frequency of alcohol drinking and drunkenness among 15- to 16-year-old adolescents in Finland. Methods: A school-based survey as part of the European School Project on Alcohol and Other Drugs (ESPAD) conducted in Finland in 2003. Nationally representative sample of Finnish adolescents, aged 15–16 (n = 3,321). Response rate 92%. Negative experiences, alcohol use and drunkenness were assessed using a self-administered questionnaire. Logistic regression analysis was used to examine the relationship between negative experiences and drinking experience. Results: Prevalence of negative experiences increased with increased frequency of drinking and drunkenness. Certain harms (troubles with the police, engaging in regretted and unprotected sexual intercourse) were experienced primarily with frequent drinking and drunkenness (>20 occasions). Logistic regression analysis indicated that only the drunkenness-related drinking style was significantly related to troubles with the police and engaging in sexual intercourse regretted the next day. Conclusions: While under-aged youths experience many problems in relationship to their alcohol use, certain problems are highly associated with frequent and heavy drinking, especially with drunkenness-related drinking style. These findings should be acknowledged when implementing effective alcohol education and alcohol-related policies to reduce under-aged alcohol use and related harms.