Objective To evaluate the relationship between parental supervision and sociodemographic factors and alcohol use by Brazilian adolescents. Methods This is a cross-sectional study with data from National School-based Health Survey (PeNSE) 2015, which included 16,608 adolescents aged 13 to 17 students from Brazilian public and private schools. Variables related to alcohol use, sociodemographic factors and parental supervision were evaluated. In order to analyze the relation between sociodemographic variables and parental supervision with use of alcohol among adolescents, we use Prevalence Ratios stratified by sex. Results We observed that 61.4% of adolescents had taste alcohol, 27.2% had a drunken episode in their lifetime, 9.3% have had problems with alcohol and 29.3% reported alcohol use in last 30 days. The lack of parental supervision was associated with increased use of alcohol. The proportion of alcohol use was also higher for girls and also among those who were older than 16 years, worked, did not live with one or both parents and lived in the South, regardless of sex. Conclusion Our results showed early experimentation with alcohol and the occurrence of problems due to the use of this substance among adolescents. In addition, the lack of children monitoring by parents and guardians, shows risk of alcohol use in this age.