In two samples of Flemish secondary school students, co-occurrence of different types of substance use was observed: smoking was associated with marijuana use in Sample 1 (n = 597) and alcohol consumption in Sample 2 (n = 403). It was investigated whether social-cognitive determinants of these behaviours were also associated. Low to medium correlations were observed. Confirmatory factor analyses showed that a model with general social-cognitive factors (across different substances) did not have adequate fit. Substance use was mainly associated with variables referring to the specific substance under consideration, with the exception of self-efficacy in buying and smoking cigarettes; this factor was linked not only to smoking but also to alcohol and marijuana use. Adolescents who regularly used two substances generally held positions on social-cognitive scales that were more unfavourable than those who only used one substance. In order to change determinants of use, substance-specific cognitions and skills may be important targets.