This study assesses the relationship between gender and use of psychoactive substances (alcohol, nicotine, and illicit drugs) by teenagers. In 2002, a cross-sectional study was carried out in the urban area of Pelotas, southern Brazil. Multi-stage sampling was used to obtain a sample of adolescents, 15 to 18 years of age. Subjects were interviewed using a self-applied confidential questionnaire. Smoking was more prevalent among girls, while alcohol consumption in the previous month was more common among boys. Meanwhile, the proportion of adolescents that reported drug use in the previous month was unrelated to gender. Higher cigarette consumption by girls suggests an increase in smoking by women in the future, which highlights the need for a special focus on this area.