This study investigates whether co-occurring depressive and conduct symptoms in early adolescence are associated with an elevated occurrence of early onset substance. Five hundred twenty-one sixth graders were assessed for depressive symptoms and conduct problems and underwent five substance use assessments during middle school. Logistic regression analyses were used to compare lifetime substance use across subgroups with and without depressive symptoms and conduct problems. Adolescents with co-occurring problems were more likely to have used alcohol, tobacco, marijuana, other drugs, and any substance compared with adolescents with neither type of symptom (adjusted odds ratio [OR] range = 2.5-3.5), and were more likely to report alcohol, tobacco, marijuana, and any substance use compared with adolescents with depressive symptoms only (adjusted OR range = 0.1-0.3). Conduct problems modify the effect of depressive symptoms on early adolescent substance use. Early screening for depression and conduct problems may be helpful in targeting substance use prevention efforts.