Behavioral genetic studies have provided insights into why early substance use initiation is associated with increased risk for disorder. Few genetically informative studies, however, have operationalized initiation as the timing of first use and simultaneously modeled the timing of initiation and problematic use of multiple substances. Such research can help capture the risk associated with early initiation and determine the extent to which genetic and environmental risk generalizes across substances. This study utilized a behavior genetic approach to examine the relation between the age of substance use initiation and symptoms of substance use disorder. Participants were 7,285 monozygotic and dizygotic twins (40% male, mean age at interview = 30.6 years) from the Australian Twin Registry who reported on their ages of tobacco, alcohol, and cannabis initiation and symptoms of Diagnostic and Statistical Manual of Mental Disorders (4th ed., DSM–IV) nicotine dependence, alcohol use disorder, and cannabis use disorder. Biometric modeling was conducted to (a) determine the structure of genetic and environmental influences on initiation and disorder and (b) examine their genetic and environmental overlap. The latent structure of initiation differed across men and women. The familial covariance between initiation and disorder was genetic among men and genetic and environmental among women, suggesting that the relation between first substance use and disorder is partly explained by a shared liability. After accounting for familial overlap, significant unique environmental correlations were observed, indicating that the age of initiation of multiple drugs may directly increase risk for substance-related problems. Results support the utility of conceptualizing initiation in terms of age and of adopting a multivariate approach.