Although many prior studies have investigated the associations between substance use disorders and depression, this study is novel in that we examined how the broader associations between substance use behaviors and depressive symptoms varied with age and by gender across adolescence and young adulthood (ages 12-31) using national data. We implemented both bivariate analyses of depressive symptoms with, respectively, daily smoking, marijuana use, and regular HED, as well as a multivariate analysis that accounted for concurrent substance use. Our results demonstrated significant positive associations between depressive symptoms and all three substance use behaviors during adolescence, with regular HED showing the strongest association, confirming that the associations observed between substance use disorders and MDD do generalize. Marijuana use and daily smoking both exhibited a relatively stable association with depressive symptoms throughout adolescence and early adulthood for both genders. For both daily smoking and marijuana use, the magnitude of the associations in adolescence was not statistically different from the magnitude of the association in adulthood, suggesting that age does not significantly moderate these associations. These results, which suggest a chronic comorbidity, are