Study Design Cross-sectional study. Background Adolescents with musculoskeletal pain are thought to be at greater risk of modifiable health risk behaviors, but little is known about these behaviors in adolescents with problematic pain. Objective To describe the prevalence of substance use (tobacco smoking, alcohol consumption, and illicit drugs) and poor mental health in adolescents with problematic musculoskeletal pain, compared to those without such pain. Methods Data on self-reported pain, substance use, and poor mental health were collected from 1831 year 9 students (age range, 14-16 years). Participants were considered to have problematic pain if they reported experiencing pain at least monthly over a 6-month period that also required medication or impacted 1 or more of the following: school or work, daily activities, and leisure or sporting activities. Results Almost half (46%) of the participants experienced problematic pain. Adolescents with problematic pain, compared to those without pain, reported higher substance use and poorer mental health: tobacco smoking in the last 4 weeks, 12% versus 7% (odds ratio [OR] = 1.76; 95% confidence interval [CI]: 1.25, 2.28); alcohol consumption in the last 4 weeks, 30% versus 20% (OR = 1.68; 95% CI: 1.34, 2.11); illicit drug use, 13% versus 6% (OR = 2.18; 95% CI: 1.55, 3.07); lower Mental Health Inventory scores (beta = -11.43; standard error [SE], 0.96; P<.05), indicating poorer mental health; and higher Strengths and Difficulties Questionnaire total scores (beta = 3.67; SE, 0.29; P<.05), indicating greater difficulties. Conclusion Adolescents with problematic pain report higher smoking, alcohol use, and use of illicit drugs and poorer mental health than adolescents without problematic pain. The experience of problematic pain could be an important consideration for substance use and chronic disease prevention. This trial is registered with the Australian New Zealand Clinical Trials Registry (reference number ACTRN12611000606987). J Orthop Sports Phys Ther 2017;47(10):705-711. doi:10.2519/jospt.2017.7441.