In data across four European ancestry population‐based samples from different countries, we tested here whether single nucleotide polymorphisms (SNPs) in CADM2 are associated with risk behavior, including (1) substance use and abuse (alcohol, tobacco, cannabis, and other drugs), (2) sexual risk behavior (number of sex partners, sexual risk‐taking, and age at first sexual intercourse), and (3) indices of reduced self‐control (disinhibition, sensation seeking, risk‐taking proneness, and ADHD symptoms). We conduct factor analyses to explore common underlying vulnerability factors. Furthermore, we explore whether relationships between CADM2 and risk behaviors are mediated by a self‐control trait.