Although some evidence indicates that religiosity may be protective against substance use in the urban youth population, limited research has investigated the effects of multiple dimensions of religiosity on substance use in this population. In this study, a sample of 301 urban adolescents was used (a) to test the effects of three dimensions of religiosity (social religiosity, perceived religious support, and private religiosity) as well as proximity to religious institutions and (b) to determine their correlates with tobacco, alcohol, and marijuana use. It was hypothesized that all three dimensions of religiosity would act as protective factors against all types of substance use and that proximity to religious institutions from adolescents' routine locations would also serve as a protective factor against any type of substance use. Results of logistic regression analysis showed that social religiosity and perceived religious support were protective against marijuana and tobacco use, respectively. Private religiosity was not protective against any type of substance use. Proximity to religious institutions was protective against alcohol use. These findings suggest the importance of examining multiple dimensions of religiosity when investigating substance use in urban youth and offer initial evidence of the importance of proximity to religious institutions as a protective factor against substance use.