ABSTRACT:Objective: To evaluate the association between the consumption of psychoactive substances (tobacco, alcohol and illicit drugs) and demographic variables, mental health and family context among school-aged children. Methods: The National Adolescent School-based Health Survey was held with a national sample of 109,104 students. Data regarding demographic variables, family background and mental health were collected. Logistic regression was used to evaluate the associations of interest. Results: Multivariate analyses showed that alcohol consumption was higher among girls, drug experimentation was more frequent among boys and that there was no difference between sexes for smoking. Being younger and mulatto were negatively associated with the use of tobacco, alcohol and illicit drugs. Also negatively associated with such risk behaviors were characteristics of the family context represented by: living with parents, having meals together and parental supervision (when parents know what the child does in their free time). Moreover, characteristics of mental health such as loneliness and insomnia were positively associated with use of tobacco, alcohol and illicit drugs. Not having friends was positively associated with use of tobacco and illicit drugs and negatively associated with alcohol use. Conclusions: The study shows the protective effect of family supervision in the use of tobacco, alcohol and drugs and, on the contrary, the increasing use of substances according to aspects of mental health, such as loneliness, insomnia and the fact of not having friends. The study's findings may support actions from health and education professionals, as well as from the government and families in order to prevent the use of these substances by adolescents.