The purpose of the current study was to examine the relationship between adolescent substance use and psychosocial distress indicators among 30,851 adolescents aged 11 to 16 in four countries (Philippines, China, Chile, and Namibia). Global School-Based Student Health Survey data from these countries provided information about frequency and lifetime use of alcohol, tobacco, and other drugs as well as items about early adolescents’ feelings of loneliness, worry, hopelessness, suicide, and number of close friends. Overall, there were significant relationships between adolescent substance-use behaviors and a measure of “global” psychosocial distress for both boys and girls in all four countries and for four of the five items of psychosocial distress (often lonely, often worry, sad/hopeless, and having a suicide plan). The association between substance use and psychosocial distress was also consistent in both genders and across the four countries. These results have important implications for professionals who work with adolescent populations.