This study explores the multidimensional nature of religiosity on substance use among adolescents living in central Mexico. From a social capital perspective, this article investigates how external church attendance and internal religious importance interact to create differential pathways for adolescents, and how these pathways exert both risk and protective influences on Mexican youth. The data come from 506 self-identified Roman Catholic youth (ages 14-17) living in a semi-rural area in the central state of Guanajuato, Mexico, and attending alternative secondary schools. Findings indicate that adolescents who have higher church attendance coupled with higher religious importance have lower odds of using alcohol, while cigarette use is lower among adolescents who have lower church attendance and lower religious importance. Adolescents are most at risk using alcohol and cigarettes when church attendance is higher but religious importance is lower. In conclusion, incongruence between internal religious beliefs and external church attendance places Mexican youth at greater risk of alcohol and cigarette use. This study not only contributes to understandings of the impact of religiosity on substance use in Mexico, but highlights the importance of understanding religiosity as a multidimensional phenomenon which can lead to differential substance use patterns.