Substance use is a major international health concern. It is estimated that alcohol and drug use cause around 3,000,000 and 500,000 deaths every year, respectively. It usually starts in adolescence, a critical period for brain development, and it can have severe consequences. Bullying and cyberbullying are other adolescent frequent problem behaviours with severe detrimental consequences for the young people who are involved in bullying and for all the members of the school community. Many studies showed that bullying, cyberbullying and substance use are related problem behaviours. Nevertheless, the number of longitudinal projects on the topic is low. It is still necessary to discover if bullying and cyberbullying are within-individual predictors of substance use or if they are correlates based on individual differences that can be explained by other factors. Thus, the objectives of this longitudinal project are to find out if involvement in different bullying and cyberbullying roles is a risk factor for later substance use and to discover protective factors that interrupt continuity between bullying and later substance use. In this study, a sample of over 900 adolescents from Cordoba has been followed-up for three years. Some preliminary findings show that bullying victimization and liking school were uniquely related to less substance use one year later. Also, bullying perpetration, poor supervision and depression were uniquely related to more substance use one year later. Bullying victimization was uniquely related to less intoxication. Depression and ADHD were uniquely related to more intoxication. Victims of bullying seem to become depressed and then use substances. Also, victims of bullying seem to dislike school and then use substances. Findings can be used to improve policy and practice related to bullying, cyberbullying and substance use.