Based on a national survey of Icelandic adolescents, this study examined the various predictors of cigarette smoking and alcohol use. It was found that the use of tobacco and alcohol was related to a number of different factors: sex, residence, hours of paid work, physical activities, social network, educational performance and beliefs, and psychological distress. Further, smoking and drinking had most predictors in common. It was concluded that existing theoretical perspectives on juvenile deviance do not provide an adequate account of adolescent smoking and drinking. The need to integrate existing theories into a wider explanatory framework is discussed.