Researchers and law enforcement agencies have warned that anabolic steroid use has increased over the past few decades. Strain theory and problem behavior theory offer competing explanations for steroid use in adolescents. The current study compared the relative value of strain and problem behavior theories in explaining adolescent steroid use by exploring the predictive value of physical activity and a variety of problem behaviors on the lifetime frequency of reported steroid use. Data were drawn from the United States Centers for Disease Control and Prevention’s 1997 Youth Risk Behavior Survey, which questioned approximately 16,000 public and private high school students on their participation in a number of risk behaviors, such as binge drinking and fighting. Results of statistical analyses indicated that students who reported binge drinking, cocaine use, fighting, and sexual risk-taking were more likely to report lifetime steroid use. The gender analysis revealed that steroid use was associated with female fighting and smokeless tobacco use and with male sexual risk-taking. The physical activity variables were not significantly associated with adolescent steroid use. The findings suggest that interventions should be targeted at adolescents who exhibit problem behaviors rather than at students who participate in sports programs. Tables, figures, footnotes, references