This prospective study of 241 women investigated the impact of past behavior and psychological factors on cigarette and alcohol use during pregnancy. Smokers' cigarette use was compared with their alcohol consumption during pregnancy, and drinking among smokers was compared with that of nonsmokers. Only prior smoking directly predicted smokers' cigarette use later in pregnancy, whereas smokers' alcohol use was related to both their previous drinking and their drinking self-efficacy. Among nonsmokers, neither drinking before nor early in pregnancy was related to alcohol use later in pregnancy; only subjects' self-efficacy and their beliefs about the consequences of drinking during pregnancy predicted their subsequent alcohol use. These results are consistent with the notion that greater addictive potential lessens the direct impact of psychological factors on substance use during pregnancy. Further implications of these findings for interventions and other health-related behaviors are also discussed.