This article proposes a new approach to understand substance use among adolescent athletes. Thus, this article describes an investigation of the likelihood of alcohol and tobacco use in adolescent athletes considering the type of sport, age, gender, and their action tendencies. A total of 552 athletes with an age range of 12–16 years were engaged in medium–high-contact sports (n = 291) and non-contact sports (n = 261). They completed the Children’s Action Tendency Scale, the Sport Children’s Action Tendency Scale, and the Personal and Social Responsibility Questionnaire. The results showed that 16-year-old athletes were the most likely to drink alcohol and to smoke tobacco (p < 0.001). Likewise, it was found that practicing a medium–high-contact sport was a risk factor for alcohol and tobacco use (p < 0.01). The more aggressive athletes were more likely to have smoked tobacco during the last month (p = 0.019) and also to drink more alcohol that the less aggressive ones (p < 0.001). Finally, the athletes who showed more submissiveness were less likely to have drunk alcohol in the last year and the last month (p < 0.001). These findings show the predictive value of new factors associated with alcohol and tobacco use among adolescent athletes. Preventive measures should be targeted, since a new link between the action tendencies in sport and substance use has been found.