Alcohol and other drug use is prevalent among peri-urban, South African adolescents. We identified correlates of alcohol and other drug use by gender among adolescents (age = 16–18 years; N = 822) in peri-urban Johannesburg. Interviewer-administered surveys assessed sexual activity, alcohol and other drug use, and relevant psychosocial factors. In separate logistic regression models of alcohol and other drug use stratified by gender, violence exposure and sexual activity were associated with alcohol use for both males and females. For females only, depressive symptoms were associated with drug use. For males only, being older and sexually active were associated with drug use. Substance use interventions for South African adolescents should consider psychological health, sexual health, and tailoring by gender.