Objective: The authors explored the relationship between self-reported vigorous exercise frequency and alcohol, tobacco, and other drug (ATOD) use behaviors among first-year college students who self-identified as drinkers. Participants: The authors recruited 391 freshman college students in Northeast Florida to participate in an alcohol abuse prevention study. Methods: The authors conducted a multivariate analysis of variance to assess the relationship between vigorous exercise frequency and 6 measures of ATOD use at baseline. Results: Frequent exercisers drank significantly more often and a significantly greater quantity than did infrequent exercisers. However, frequent exercisers smoked cigarettes significantly less often than did infrequent exercisers. Conclusions: These findings suggest that vigorous exercise frequency is differentially associated with alcohol and cigarette consumption among college students. Researchers should further examine the reasons for these differences. (Contains 1 table.)