The Diagnostic Interview Schedule was employed to ascertain the prevalence of major depressive disorder (MDD), alcohol and substance abuse in a sample of 424 college students aged 16 to 19 years. Applying DSM III criteria, the prevalence of MDD was 6.8 per cent; of alcohol abuse, 8.2 per cent; and of substance abuse 9.4 per cent. Alcohol abuse was associated with MDD, but not with other psychiatric diagnoses. Substance abuse was associated both with MDD and with other psychiatric diagnoses as well. The onset of MDD almost always preceded alcohol or substance abuse suggesting the possibility of self-medication as a factor in the development of alcohol or substance abuse.