Previous research has shown that religion reduces adolescents’ risk of substance use, while having little impact on sexual risk-taking. However, few studies have examined how religion might mitigate adolescents’ involvement with both drugs and sex. Using the Child Development Supplement (CDS) in combination with the Panel Study of Income Dynamics (PSID), we fill this gap by determining how adolescents’ involvement with both drugs and sex is related to religiosity. We find the statistically significant relationship between religiosity and adolescents’ involvement in both risk behaviors is accounted for by school attachment, but the relationship between religiosity and drugs is robust.