This study analyzes the relationship between a multidimensional measure of self-concept, the Self-concept Form-5 Questionnaire (AF5), and drug use among adolescents. From the responses of 632 participants (47.5% females) aged 12 to 17 years (M = 14.88 years, SD = 1.71 years), results showed negative relationships between family, academic and physical self-concept, and drug use. Although a positive relationship between social self-concept and drug use was found, this significant relationship disappeared once the age and sex of adolescents was controlled statistically. Moreover, the study includes other adjustment indicators in adolescence (psychological adjustment, personal competence, antisocial behavior and parenting). Results support the idea of self-concept as an important correlate of psychological well-being and a basic theoretical construct for explaining adjusted and adaptive behaviors in adolescence. Likewise, our results underline the need for statistical control of the effect of a third variable (sex), which could explain some contradictory results reported in the literature (a positive relationship between social self-concept and drug use), so as to avoid reaching conclusions based on spurious relationships. self-concept, multigroup confirmatory factor analysis, adolescence, psychosocial adjustment, drug use.