The high prevalence of substance use, e.g., alcohol and illegal and nonprescribed drugs, in schizophrenia is widely recognized. One explanation for this high prevalence is that substance use may be a self-initiated method for managing symptoms. To test whether the intake of four substances—alcohol, cannabis, nicotine, and caffeine—would increase with increases in symptom distress, daily self-reports of symptom distress and substance intake over 12 weeks were analyzed with pooled time series analyses. Compliance with neuroleptic medication was added to the analyses to control for any changes in prescribed medication compliance while using nonprescribed drugs or alcohol. Of the four substances studied, only nicotine was significantly related to symptom distress. Higher distress with prodromal symptoms was related to decreases in nicotine use. Analysis of caffeine did not meet the criteria for significance but does provide direction for further research. Higher distress, with neurotic symptoms, was related to increases in caffeine use. Further research is needed to clarify the relationship between nicotine and symptoms.