This study examined predictors of substance use and negative activity involvement among a diverse sample of European American, African American, Hispanic, Native American, and multiracial early adolescents (n = 749) living in a large urban city in the Southwest United States. This study investigated a broad set of predictor variables that tap sociodemographic, peer, family, community, and school influences. Overall, findings from this study confirm that lifetime substance use remains high among youth of color. Of particular concern is this study's finding that multiracial adolescents are at elevated risk to use substances and engage in negative activities. The implications of this study for understanding how risk factors are influenced by race and other variables on different measures of problem behavior are discussed. (Contains 5 tables.)