The influence that social factors (relationship with teachers, peers and family support), future expectations, physical and psychological symptoms exert on the adolescents' tobacco and alcohol consumption is analyzed, and the differences between users and non-users are analyzed as well. This work is part of the HBSC study. The results show that substance use is associated with more physical and psychological symptoms, worse relationship with teachers and peers, less family support, and lower future expectations. It is important to intervene towards the construction of more positive future expectations and relationships and the promotion of physical and psychological well-being, as protective factors against substance use.