<p>Prior literature has established the association between depressive symptoms and substance use among adolescents; however, several limitations remain unexplored. First, few studies have examined the developmental effect of depressive symptoms on alcohol and cannabis use. Second, little is known of the reverse effect of substance use on subsequent depressive symptoms. Thus, utilizing the <i>affective motivational model</i> and <i>self-medication hypothesis</i>, the current study aims to address these gaps by (1) estimating the distinct patterns of alcohol and cannabis use and depressive symptoms, (2) examining the cross-lagged associations, and (3) examining the reverse temporal association between substance use and depressive symptoms utilizing a robust sample of 4820 early adolescents (<i>M</i>_age = 14.8&#xa0;years at Time 1). Adolescents completed self-reported surveys at baseline and were reassessed at a 6-month time interval across four measurement time points. Distinct developmental results indicated that the onset of cannabis use led to subsequent cannabis use in contrast to alcohol and depressive symptoms. More specifically, alcohol use and depressive symptoms were positively related at Times 1 and 2; however, Times 2 and 3 were not statistically related. Furthermore, results revealed that the comorbidities of depressive symptoms, alcohol, and cannabis use were evident but inconsistent across measurement periods. These results suggest that although there were inconsistent, distinct patterns of alcohol use and depressive symptoms, the onset of cannabis use persisted into additional cannabis use over time. Therefore, cannabis use appears to be a stable substance used in contrast to alcohol. Furthermore, these findings highlighted that adolescents who used alcohol and cannabis reported experiencing depressive symptoms, which were bidirectional over time. Practical and theoretical implications are discussed.</p>