In this paper findings from a nationwide study on adolescent student population focusing on the association of depressive disorders and drug use are presented. A progressive increase of depressive mood levels is found as we proceed from the non-users to the users of licit (tobacco, alcohol, psychotropics used without prescription) and illicit substances. The same pattern is also observed with rates of elevated depression scores and self-reported suicide attempts. These findings are discussed in connection with the issue of possible causal relationship between depressive mood and substance dependence.