Adolescents who drink or smoke marijuana are more likely to engage in delinquent activities than their peers who do not use substances, but it is not clear whether this association is causal or driven by other difficult-to-measure underlying factors such as an individual's discount rate. Using several empirical strategies that are designed to control for the influence of unobservables, we explore the relationship between substance use and four outcomes: fighting, property-destruction, theft, and running away. Our results suggest that, for males, the positive association between substance-use and these outcomes is probably spurious. In contrast, there is some evidence that female substance use may be causally related to destroying property, theft, and running away. These results are of importance to parents and policymakers who wish to reduce the incidence of delinquent behaviour of adolescents. © 2009 Taylor & Francis.