A number of factors influence adolescent substance use. The main goal of this study has been to investigate how sociodemographics, psychosocial health, and perceived support from parents and friends might predict smoking, drinking, and drug use in adolescence. Data were collected using self-administered questionnaires among secondary school students (n = 1,039) in Szeged, Hungary. Sociodemographics (gender, age, and the type of school) proved to be the key predictors of substance use. While neither friend nor mother support appeared to be strong predictors, a low level of perceived father support increased the chance of all types of substance use.