The aim of this study is to analyze the effects of parental knowledge, parental support, and family conflict through the affiliation with deviant peers on youth substance use (i.e., alcohol, cannabis, and other illicit substances), as well as unhealthy and antisocial behavior derived from substance consumption. A Spanish community sample was used and gender differences were taken into account. The sample was composed of 584 secondary school students ages 14 to 20, 46.9% of whom were male. The results of structural equation modeling indicate that the affiliation with deviant peers was the factor most directly related to the dependent variables. The results also indicate that family factors influence the dependent variables indirectly and significantly through the mediation of a deviant peer group. Finally, some gender differences were found. Conclusively, substance use prevention programs should be based on managing peer exposure and carried out under a gender-sensitive approach.