Purpose Expatriation is known to be stressful. The purpose of this paper is to examine stress as an antecedent of substance use (SU) during expatriation and related effects on expatriates’ work adjustment. Moreover, the study sheds light on individual-level moderators (i.e. gender and prior international experience) and organizational-level moderators (i.e. organizational social support) that might condition the stress–SU link. Design/methodology/approach This work adopts a quantitative survey approach. It is based on two studies, one of 205 expatriates and one of 96 expatriate–supervisor dyads. The data were collected through personal networks and with the help of multinational companies. Findings This research shows that stress at a medium- to high-level increases SU among male expatriates, but not among female expatriates. Expatriates with substantial prior international experience were identified as being more prone to react to stress by resorting to SU. It also provides evidence that SU to aid coping harms professional adjustment. Moreover, some implications relating to professional adjustment are discussed. Research limitations/implications SU was self-reported; this may have deterred users from accurately reporting their consumption levels. Moreover, convenience samples have been used. Preventive actions limiting SU, such as well-being programs, could be sponsored by local human resource managers in order to limit this phenomenon. Originality/value This work is one of the first to analyze SU among expatriates. It shows that some expatriates are more at risk than others of resorting to such use to cope with the hardships of expatriation.