The purpose of this study was to examine the relationship between substance use and sexual orientation among Asian adolescents in Canada. We analyzed an East- and Southeast-Asian subsample of a province-wide, school-based survey (weighted N = 51,349). Compared to heterosexual adolescents of the same gender, gay, lesbian, bisexual, and mostly heterosexual adolescents were more likely to use alcohol, marijuana, or other illicit drugs. Particularly, sexual minority girls were at increased risk for substance use. The findings suggest the need for substance use prevention interventions that are sensitive to gender, sexual orientation, and culture.