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Three models of adolescent substance use, the deviance-prone, affect-regulation, and normative development models, were assessed regarding their ability to predict the substance use of a high-risk homeless adolescent sample with high rates of deviance, depression, and substance use. Hierarchical multiple regression analyses that included tests for curvilinear and gender interaction effects were performed. Results supported the deviance-prone model most strongly, with delinquency but not aggressive behavior predicting substance use. The affect-regulation model received support for females but not for males. With respect to the normative development model, results did not indicate that moderate substance users were better off than abstainers in terms of negative affect or interpersonal relationships.