The purpose of this study was to investigate the relation between social and emotional competence and substance use in adolescence, including tobacco, alcohol and illicit drugs. The sample included 3,494 students, mean age 15 years old, in the 8th and 10th grades of the public school system from Portugal. Data were collected using the Health Behavior in School-aged Children (HBSC) survey. For the purpose of this specific study, the questionnaire included questions about social and emotional competence and risk behavior, specifically past 30-day tobacco use, drunkenness, and illicit drugs use. Results showed that adolescent social and emotional competence was negatively related to substance use. All social-emotional competence subscales were significantly associated with illicit drug use. In addition empathy, cooperation and communication, and goals and aspirations subscales were significantly associated with tobacco use. Results demonstrate the potential importance of social and emotional competence in levels of substance use among Portuguese adolescents, and may be used to inform the development of Portuguese substance use prevention programs.