Introduction: Adolescence is a period when at-risk health behaviors often begin, such as tobacco and alcohol use; thus, it is a critical period for implementing preventive strategies. Method: In this context, 106 adolescents took part in this research (54 females and 52 males; mean age for both groups = 14.10). The main objectives were to first study the relationships between psychosocial factors, such as "coping style" and the new construct of "positivity," and "tobacco and alcohol use"; then to analyze the potential effect of gender and age differences. Results: Results revealed (1) significant relationships among "coping," "positivity," and substance use; (2) that these effects were modulated by age and gender, and (3) that "positivity" was one of the most significant predictors of "tobacco and alcohol" use, having a protective role. Conclusion: Results concerning the contribution of "coping style," "age" and "gender" in explaining adolescents' "tobacco and alcohol" use tend to be consistent with previous research on this topic. On the other hand, results regarding the "positivity" dimension constitute a novel contribution to the research in this area, suggesting its significant protective role against the development of risk behaviors such as "tobacco and alcohol use."