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The authors tested whether dimensions of negative affect—specifically, trait levels of negative emotionality and state levels of depressive symptoms—increased risk for substance abuse onset and whether perceived social support moderated this relation using data from a 5-year prospective study of 496 school-recruited adolescent girls. Initial negative emotionality, but not depressive symptoms, and deficits in parental, but not peer, support predicted future substance abuse onset in a multivariate hazard model. Tests of the interaction between negative affect dimensions and social support suggested that support did not moderate the relation of negative affect to risk for substance abuse onset. Results provide prospective support for the etiological role in the onset of substance abuse of trait-linked negative affect and of parental support.