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The focus of the current investigation is to examine the temporal relationship of gambling onset and alcohol, tobacco, and cannabis initiation in adolescents and young adults (M age = 20.3 years) by examining the prevalence and pattern of onset for each substance and gambling pairing and the associated risk between gambling and each substance use. Data were drawn from the multiwave Missouri Family Study (n = 1,349) of African American (AA; n = 450) and White families (n = 317) enriched for risk for alcohol use disorder and includes those who were assessed for gambling behaviors and problems: AA (360 males, 390 females) and White (287 males, 312 females). Findings indicated racial differences in the overall prevalence of gambling behaviors and substance use as well as patterns of initiation—particularly within gambling/alcohol and gambling/tobacco for males. Survival models revealed some similarities as well as differences across race and gender groups in associations of gambling with initiation of substances, as well as substances with initiation of gambling. Alcohol use (AA males only) and cannabis use (AA males and White females) elevated the hazards of initiating gambling. In contrast, gambling significantly elevated the hazards of initiation alcohol across 3 of 4 groups and of cannabis use in AA males only. The results highlight some overlapping as well as distinct risk factors for both gambling and substance use initiation in this cohort enriched for vulnerability to alcohol use disorder (AUD). These findings have implications for integrating gambling prevention into existing substance use prevention and intervention efforts—particularly but not exclusively for young AA males.