Background Early onset of drug use could lead to long-term impairments, and research suggests that substance use and substance use disorders are more common among lesbian, gay, and bisexual (LGB) individuals. We sought to determine whether adults of different sexual identities were at differential risk for an earlier onset of drug use. Methods We examined data from adults participating in the five waves (2015–2019) of the National Survey on Drug Use and Health, a nationally representative sample of noninstitutionalized adults in the United States. We determined whether current sexual identity was associated with retrospectively reported age of the first use of marijuana, cocaine, inhalants, ecstasy, and methamphetamine. Results Compared to heterosexual individuals of the same sex, gay men had a later age of onset of use of all five drugs examined (marijuana, cocaine, inhalants, ecstasy, and methamphetamine) and bisexual men had a later onset of marijuana and inhalant use. Bisexual women had earlier age of onset for marijuana, cocaine, and ecstasy use. When examining early initiation (prior to age 15), both lesbian and bisexual women had greater odds of early initiation for marijuana, cocaine, and ecstasy; bisexual men had greater odds of early initiation for cocaine. Gay men had lower odds of initiation prior to age 15 for marijuana, inhalants, and methamphetamine. Conclusions Current sexual identity is a correlate of earlier onset drug use. Longitudinal research is needed to further examine such associations as sexual identity can shift over time. Results are discussed in relation to prevention efforts aiming younger LGB persons.