The aim was to evaluate the prevalence of alcohol consumption, binge drinking and their association with social capital and socioeconomic factors among Brazilian adolescents students. A cross-sectional study was carried out with a randomly selected representative sample of 936 adolescents aged 15 to 19 years. Information on alcohol consumption, social capital and socioeconomic status was collected using the Alcohol Use Disorders Identification Test, the Integrated Questionnaire for the Measurement of Social Capital and Social Vulnerability Index, respectively. The prevalence of alcohol consumption was 50.3% and binge drinking 36% the last year. Adolescents who reported believing that people in their community could help solve a collective problem (with the water supply) and those classified as having high social vulnerability had lower likelihood of binge drinking (PR = 0.776 [95%CI:0.620 to 0.971] and PR = 0.660 [95%CI:0.542 to 0.803], respectively). The prevalence of alcohol consumption and binge drinking the last year is high among participants. Those with higher socioeconomic status as well as lower perceptions of community capital social are more likely to display binge-drinking behavior.