OBJECTIVE To analyze the consumption of tobacco, alcohol and illicit drugs among schoolchildren according to demographic factors, family context and mental health. METHODS We used data from the National School-based Health Survey 2015 and included in the sample 102,301 schoolchildren in the 9th grade. We estimated the prevalence of tobacco and alcohol use in the last 30 days and drug experimentation according to demographic, mental health and family context variables. Then, a bivariate analysis was performed using Pearson's χ2 test and the unadjusted odds ratio (OR) was calculated. Finally, we conducted a multivariate analysis including independent variables with an unadjusted association (p < 0.20), for each outcome, estimating the adjusted OR with a 95% confidence interval. RESULTS The prevalence of tobacco consumption was 5.6%; alcohol consumption, 23.8%; and drug experimentation, 9.0%. Multivariate analysis has indicated that living with parents, having meals with parents or guardian, and family supervision were associated with lower substance consumption; whereas missing classes without parental consent has increased the chances of substance use. Increased chance of substance use was also associated with white skin color, increasing age, to work, feeling lonely and having insomnia. Not having friends was associated with drug and tobacco use, but this was protective for alcohol consumption. CONCLUSIONS Family supervision was protective for psychoactive substance use among Brazilian schoolchildren, whereas work, loneliness and insomnia have increased their chances of use.