Delinquency is a positive predictor of adolescent problem substance use, and depressed mood may increase risk for substance problems. The extent to which effects of delinquency and depressed mood on problem substance use vary depending on when during adolescence the predictors are assessed is unknown. The authors used 5 multigroup path analyses to examine effects of delinquency and depressed mood at ages 11, 12, 13, 14, and 16 years on problem substance use at age 18, and mediation of those effects through alcohol use at age 16 across gender. Participants were 429 rural youths (222 girls and 207 boys) and their families. Indirect positive effects of delinquency on the outcome were observed for boys; direct positive effects of depressed mood were observed for girls. Prevention implications are discussed.