Abstract Background Addiction to gambling, tobacco, and alcohol poses significant risks to mental, social, and physical health, particularly during adolescence, a critical period for habit formation. This study investigates risk factors linked to these habits among Portuguese adolescents. Methods This cross-sectional study used the 2019 ESPAD questionnaire, targeting 16-year-old adolescents. The sample comprised 4,365 responses. Descriptive analysis determined the prevalence of gambling, smoking, and alcohol use, as well as social, economic, and behavioral factors. Bivariate associations were assessed using the Exact Fisher test, and multiple logistic regression identified key predictors for the outcome of interest (cumulative presence of gambling, smoking and alcohol consumption). Statistical analysis was conducted with SPSS version 29.0, with a significance level of p < 0.05. Results Among adolescents, 6.2% presented probable problematic gambling according to the Lie/Bet test, with 3.7% spending at least 30 minutes a day gambling. In the past 30 days, 14.3% smoked, 42.7% drank alcohol, and 10.5% engaged in binge drinking. The behavioral triad was observed in 56 individuals. Male gender (OR = 2.024; 95% CI: 1.097-3.734; p = 0.024), problematic online gaming behavior (OR = 2.041; 95% CI: 1.005-4.144; p = 0.048) and going out at night at least once a week (OR = 1.439; 95% CI: 1.242-1.669; p < 0.001) significantly increased the risk of the behavioral triad. In contrast, parental control (parents knowing where the adolescent is on Saturday night) had a significant protective effect (OR = 0.162; 95% CI: 0.086-0.303; p < 0.001). Conclusions The study underscores the importance of parental supervision to curb risky behaviors in adolescents. It suggests implementing public health programs in schools, leveraging gaming for early screening, and tightening online gambling regulations to mitigate future health risks associated with gambling, smoking, and alcohol use. Key messages • Absence of parental supervision, male gender, problematic online gaming and frequently going out at night are risk factors for this behavioral triad. • Public health strategies are needed to prevent gambling addiction, emphasizing parental awareness, identification of at-risk students, and comprehensive school-based approaches.