OBJECTIVE: This study tested whether positive response to short-term treatment for adolescent major depressive disorder (MDD) would have the secondary benefit of preventing subsequent alcohol use disorders (AUD) or substance use disorders (SUD). METHOD: For 5 years, we followed 192 adolescents (56.2% female; 20.8% minority) who had participated in the Treatment for Adolescents with Depression Study (TADS; TADS Team, 2004) and who had no prior diagnoses of AUD or SUD. TADS initial treatments were cognitive behavior therapy (CBT), fluoxetine alone (FLX), the combination of CBT and FLX (COMB), or clinical management with pill placebo (PBO). We used both the original TADS treatment response rating and a more restrictive symptom count rating. During follow-up, diagnostic interviews were completed at 6- or 12-month intervals to assess onset of AUD or SUD as well as MDD recovery and recurrence. RESULTS: Achieving a positive response to MDD treatment was unrelated to subsequent AUD but predicted a lower rate of subsequent SUD, regardless of the measure of positive response (11.65% vs. 24.72%, or 10.0% vs. 24.5%, respectively). Type of initial MDD treatment was not related to either outcome. Prior to depression treatment, greater involvement with alcohol or drugs predicted later AUD or SUD, as did older age (for AUD) and more comorbid disorders (for SUD). Among those with recurrent MDD and AUD, AUD preceded MDD recurrence in 24 of 25 cases. CONCLUSION: Effective short-term adolescent depression treatment significantly reduces the rate of subsequent SUD but not AUD. Alcohol or drug use should be assessed prior to adolescent MDD treatment and monitored even after MDD recovery.