The present study examines whether the association between substance use and two dimensions of religiosity—institutional and personal—changes as individuals transition from adolescence to early adulthood. Using data from the National Longitudinal Study of Adolescent to Adult (Add) Health, logistic regression models with interaction terms were run to test the hypothesis that the association between an individual's religiosity and his or her level of substance use is stronger during early adulthood compared to adolescence. This hypothesis is based on the observation that the shared family environment largely explains the association between religiosity and substance use during adolescence, while individual‐level characteristics largely explain this association during early adulthood. Overall, my findings support the research hypothesis, but only for the association between institutional religiosity and stigmatized types of substance use (smoking and marijuana use). This study highlights the fact that studies exploring the association between religiosity and substance use should consider potential variation between life stages.