Objective: To explore the relationship between substance use and depressive symptomatology among adolescents in Colombia. Methods: Adolescents aged 13–19 years from a rural city in Colombia completed the Spanish version of the Alcohol, Smoking and Substance Involvement Screening Test and the Kutcher Adolescent Depression Scale-6 (KADS-6). Results: Regression analyses indicated that gender, having used cannabis, having used sedatives, and having a family member who used illegal drugs were predictive of higher symptom levels of depression according to KADS-6. Conclusion: The results of this study suggested that substance use was associated with depressive symptoms in this sample of Colombian adolescents.