This study analyzed the association between physical activity level and cigarette, smokeless tobacco, and marijuana use among a selected group of public high school students from South Carolina (N = 4,800). The 1993 CDC Youth Risk Behavior Survey was used to collect self-report information on physical activity, substance use, and other risk-taking behaviors. Multiple logistic regression analysis for weighted data (SUDAAN) was used for data analysis. Adjusted analysis showed significant associations (p < .05) among White males for use of cigarettes, smokeless tobacco, and marijuana, where higher levels of physical activity were inversely associated to use of these substances. Results from the study substantiate the importance of physical activity for adolescents, and demonstrate the need for future research to clarify the causal relationship between physical activity and substance use behaviors.