Anxiety disorders (ADs) and substance use disorders (SUDs) often occur together, but the strength of this association and their apparent order of onset differ across studies. The goals of this study were to examine: (1) which ADs were associated with which SUDs, and (2) among people who experienced both an AD and a SUD, which disorder had an earlier onset. Lifetime diagnoses from the National Comorbidity Survey-Replication (n=9282) were used. Social phobia, generalized anxiety disorder, panic disorder, and agoraphobia were positively associated with all SUDs. Among people with both an AD and a SUD, the order of onset differed by anxiety type: social phobia nearly always had an onset prior to any SUD; panic disorder and agoraphobia tended to occur prior to some SUDs; and generalized anxiety disorder tended to occur after the onset of at least one SUD. Therefore, all ADs are positively associated with SUDs, but ADs differ in the timing of their onset relative to comorbid SUDs.