Using data from the National Longitudinal Studies of Adolescent Health, the present study examines self-reported substance use (cigarettes, tobacco, and marijuana) among youth from different immigration generations to determine the immigrant paradox in substance use for different racial and ethnic groups as well as factors contributing to the relationship between immigration and substance use. Results of data analysis indicate the immigrant paradox in substance use among non-Hispanic Whites, Asians, and Hispanics, but not among non-Hispanic Blacks. The study also shows that factors explaining the immigrant paradox in substance use vary with racial and ethnic groups, but English use at home, friends' cigarette and marijuana use appear to be the most important mediating factors. Findings from the study suggest that effective interventions in youth substance use require an understanding of adaptation patterns in different racial and ethnic groups, so that factors associated with adaptation problems experienced by particular groups will be appropriately addressed.