This study examined relationships between emotional self-efficacy (ESE) and alcohol and tobacco use in a statewide sample of public high school adolescents (n?=?2,566). The Center for Disease Control Youth Risk Behavior Survey and an adolescent ESE scale were utilized. Logistic regression analyses indicated the presence of any significant race by gender associations between lower ESE and alcohol and tobacco use. Results suggest that alcohol and cigarette use was significantly associated (p?=?0.05) with lower levels of ESE for certain race/gender groups. Results have implications for school- and community-based mental health services and substance use prevention/education programs for adolescents. Measures of ESE as a component of comprehensive assessments of adolescent mental health in fieldwork, research, and substance abuse prevention/education program evaluation efforts should be considered.