Examined the impact of childhood psychiatric disorders on the prevalence and timing of substance use and abuse and tested for sex differences. A representative population sample of 1,420 children, ages 9, 11, and 13 at intake, were interviewed annually. American Indians and youth with behavioral problems were oversampled; data were weighted back to population levels for analysis. By age 16, more than half the sample reported substance use, and 6% had abuse or dependence. Alcohol use began by age 9, and smoking in the 13th year. Mean onset of dependence was 14.8 years, and mean onset of abuse was 15.1 years. Substance use began earlier in boys, but not girls, who later developed abuse or dependence. Disruptive behavior disorders and depression were associated with a higher rate and earlier onset of substance use and abuse in both sexes, but anxiety predicted later onset of smoking. Family drug problems were the strongest correlate of early onset. Despite differences in prevalence of psychopathology, boys and girls showed more similarities than differences in the course of early substance use and abuse, and its associations with psychopathology.