Objective The major aim of this study was to investigate any association between binge eating and purging and alcohol and substance use. Method The Eating Disorder Questionnaire was completed by 2966 patients. Each patient was assigned to an approximate diagnostic group based on a DSM‐5‐based algorithm. Results Patients with bulimia nervosa (BN) used alcohol/other substances with higher frequencies compared to patients with anorexia nervosa‐restricting type (AN‐R), binge eating disorder (BED), and eating disorder not otherwise specified (EDNOS; p < 0.001). Patients with anorexia nervosa‐binge eating/purging type (AN‐BP) were more likely to use alcohol/substances than those with AN‐R [odds ratio for alcohol use: 3.58 (p < 0.01); odds ratio for substance use: 30.14 (p < 0.01)]. Higher frequencies of binge eating and purging were associated with higher frequencies of substance use. Discussion Patients who manifest both binge eating and purging behaviour are at higher risk of substance use which may have important treatment implications. Copyright © 2015 John Wiley & Sons, Ltd and Eating Disorders Association.