Substance use disorder is highly prevalent in people with psychiatric disorders, and known to impede the psychiatric treatment. Some studies show increased rates of service use, while others show a decrease. These conflicting results are further hampered by a lack of large-scale studies. The aim of this study was to investigate the association between substance use disorder and psychiatric service use in psychiatric patients. The study was a prospective registry-based cohort study including patients with severe mental illness. The primary outcome was the number of hospitalisations, bed days and the number of psychiatric emergency department contacts. The association was calculated with incidence rate ratio with 95% confidence intervals. The study included all psychiatric patients born since 1955. In total, 21 558 patients with schizophrenia (47.54% with substance use disorder), 80 778 patients with depression (28.78% with substance use disorder), 10 560 patients with bipolar affective disorder (40.08% with substance use disorder) and 69 252 patients with a personality disorder (39.18% with substance use disorder) were included. Patients with comorbid substance use disorder had significantly increased rates of hospitalisations, bed days and psychiatric emergency department contacts (p < 0.001) for the majority of the included substances, compared with patients without such disorders. Substance use disorder was associated with an increased number of hospitalisations, bed days and increased number of psychiatric emergency department contacts for the majority of the included substances.