Results suggest that, overall, negative psychological states are not the strongest predictors of drug use; however, depression, low self-esteem, alcohol use, marijuana use, and violence among juveniles continue to be current social issues invoking widespread concern. This study provides Edward Khantzian's "self-medication hypothesis" as the theoretical framework; however, it extends Khantzian's perspective and also moves beyond previous tests of the hypothesis. Focusing on depression and low self-esteem, the effects that alcohol and marijuana use have on depression and self-esteem are explored, as well as whether the use of these drugs has any direct and/ or indirect effects on subsequent violence. Overall, the results provide little support to the five predictions of the self-medication hypothesis, but a few interesting findings did emerge. In terms of drug use, weak school commitment predicts an increase in alcohol use and weak parental attachment predicts an increase in marijuana use among early and late adolescent girls. In terms of violence, high self-esteem was found to increase violent behavior among late adolescent girls, contrary to expectation. Data were collected from adolescents from Rochester, New York where there continues to be a relatively high crime rate. Tables, figures, and references