Adolescents are at a significant risk for binge drinking and illicit drug use. One way to protect against these behaviors is through participation in extracurricular activities. However, there is a debate about whether highly conscientious adolescents are more likely to participate in activities, which raises the concern of a confound. To disentangle these relationships, we tested the latent trajectories of substance use and personality across 3 years, with participation in activities and sports as time-varying predictors. We surveyed 687 adolescents (55 % female, 85.4 % Caucasian) in Western Australia schools across 3 years. At Time 1, the students were in Year 10 1 (mean age 15 years). The results showed that participation in activities and conscientiousness are related, but each uniquely predicts slower growth in substance use. Across waves, participation in activities predicted less risky substance use a year later, over and above conscientiousness development. These results suggest that there may be unique benefits of participation in activities that protect against risky substance use.