We examined substance use onset and associations with pregnancy by age 15 years. Participants were girls ages 15 years or younger (weighted n = 8319) from the 1999-2003 Youth Risk Behavior Surveillance System (YRBS). Multivariable logistic regression examined pregnancy as a function of substance use onset (i.e., age 10 years or younger, 11-12, 13-14, and age 15 years) for alcohol, cigarettes and marijuana, controlling for race/ethnicity and metropolitan location. Of girls pregnant by age 15 years (3% of the sample, weighted n = 243), 16% had smoked marijuana by age 10 years and over 20% had smoked cigarettes and initiated alcohol use by age 10 years. In the multivariable analysis, marijuana use by age 14 years and/or cigarette smoking by age 12 years clearly distinguished girls who became pregnant by age 15 years and is perhaps due to a common underlying risk factor. (Contains 2 tables.)