Research on substance use harm in Saskatchewan has faced challenges due to an absence of linked data to analyze and report on the social drivers of substance use harm. This study uses the Canadian Census Health and Environment Cohorts (CanCHECs) 2006 to create, describe, and validate a cohort of Saskatchewan residents focusing on substance use. We achieved validation by comparing our descriptive findings with those from other Canadian studies on substance use. The second objective of this study was to underscore the potential CanCHEC holds in studying substance use, especially by bridging the gap in data concerning the linkage of social determinants of health and administrative health data. Additionally, to facilitate further research using this rich national data source, we share our Stata do-file, providing a detailed walkthrough for creating national or provincial substance use cohorts.