Despite the trends showing a reduction in the use and abuse of drugs among American adolescents, the prevalence rates remain high. There is also comorbidity of mental illnesses among the adolescents using drugs. The aim of this study was to determine the presence and nature of the association between the use and abuse of marijuana and alcohol and mental illnesses among the American adolescent population. The noted comorbidities and the hypothesized association between the substance abuse and mental illnesses were explained using the expectancy theory. Using a quantitative research methodology, secondary data from the National Survey on Drug Use and Health for 2014 and 2015 were analyzed. Data analysis yielded a positive but weak association between use and abuse of alcohol and marijuana through proxies such as marijuana use in the past month (p = 0.01), first use of marijuana (p = 0.016), alcohol use disorder in the past year (p = 0.002), alcohol dependence in the past year (p = 0.001), and the occurrence of mental illnesses. The association was statistically significant in all proxies except alcohol use in the past month. F-test results were also statistically significant (p = 0.022, R2 = 0.242). The findings showed that adolescents who used marijuana and alcohol were more likely to develop mental illnesses. It is recommended for relevant federal and state governments and public health agencies to develop social programs to address the two issues inclusively rather than exclusively.