Purpose: This study was to investigate the gender difference of relationship between psycho-social factors ana smoking, drinking in adolescents. Method: The stratified cluster sample consisted of 925 adolescents. Data were collected from May to March 2002. The instruments used in this study were Perceived Stress, DES-D, Social Support and Self-Esteem. Results: The results showed that female had more perceived stress, depressed than male. Male had more social support network, smoke than female. Male who smoked cigarettes were more perceived stress, depressed than those who did not smoke. Female who smoked cigarettes were more social support network, and had less self-esteem than those who did not smoke. Also male who drank alcohol were more perceived stress, depressed than those who did not drank. Female who drank alcohol were perceived stress, depressed, social support network, and had less self-esteem than those who did not drank. Conclusion: It is hoped that much more research on gender difference in adolescents who smoked cigarettes, drank alcohol will be implemented in the future. In addition, it is suggested the application of various interventions to deal with drinking and smoking behavior among female and male adolescents.