Individuals appraise events as a consequence of their own actions (i.e. internal locus of control, LoC) or as the outcome of chance or others' will (i.e. external LoC). We hypothesized that having a more external LoC would be associated with higher risk of tobacco and alcohol use. Few studies have examined this association using large prospective data. We evaluated within the Avon Longitudinal Study of Parents and Children (ALSPAC) the associations between LoC at 16 and tobacco and alcohol consumption at 17 and 21 years using logistic regression. A more external LoC at age 16 ( N = 4656) was associated with higher odds of being a weekly smoker at age 17 (OR 1.18, 95% CI 1.10–1.25) and 21 (OR 1.14, 95% CI 1.07–1.21) and with dependence measured using the Fagerström Test of Nicotine Dependence at age 17 (OR 1.26, 95% CI 1.05–1.51) and 21 (OR 1.25, 95% CI 1.05–1.49). Individuals with external LoC at age 16 were more likely to be hazardous drinkers according to the Alcohol Use Disorders Identification Test at age 17 (OR 1.09, 95% CI 1.04–1.15) but not at 21 (OR 1.01, 95% CI 0.96–1.06). Having a more external LoC at age 16 is associated with increased tobacco consumption at age 17 and 21 and alcohol consumption at 17 years. LoC may represent an intervention target for preventing substance use and dependence.