The current study examined genetic and environmental influences on the onset of alcohol, cigarette, and cannabis use in young African-American women. Estimates of common vs. substance-specific sources of variance were derived using a trivariate Cholesky decomposition model that adjusted for lag time between age at time of report and age at first use for each of the three substances. Our investigation makes a unique contribution to the literature on heritability of substance use initiation through its examination of the timing of first use, its assessment of overlapping influences across substances, and its focus on an understudied population.