Background Mobile phone–delivered life skills programs are an emerging and promising way to promote mental health and prevent substance use among adolescents, but little is known about how adolescents actually use them. Objective The aim of this study is to determine engagement with a mobile phone–based life skills program and its different components, as well as the associations of engagement with adolescent characteristics and intended substance use and mental health outcomes. Methods We performed secondary data analysis on data from the intervention group (n=750) from a study that compared a mobile phone–based life skills intervention for adolescents recruited in secondary and upper secondary school classes with an assessment-only control group. Throughout the 6-month intervention, participants received 1 SMS text message prompt per week that introduced a life skills topic or encouraged participation in a quiz or individual life skills training or stimulated sharing messages with other program participants through a friendly contest. Decision trees were used to identify predictors of engagement (use and subjective experience). The stability of these decision trees was assessed using a resampling method and by graphical representation. Finally, associations between engagement and intended substance use and mental health outcomes were examined using logistic and linear regression analyses. Results The adolescents took part in half of the 50 interactions (mean 23.6, SD 15.9) prompted by the program, with SMS text messages being the most used and contests being the least used components. Adolescents who did not drink in a problematic manner and attended an upper secondary school were the ones to use the program the most. Regarding associations between engagement and intended outcomes, adolescents who used the contests more frequently were more likely to be nonsmokers at follow-up than those who did not (odds ratio 0.86, 95% CI 0.76-0.98; P=.02). In addition, adolescents who read the SMS text messages more attentively were less likely to drink in a problematic manner at follow-up (odds ratio 0.43, 95% CI 1.29-3.41; P=.003). Finally, participants who used the program the most and least were more likely to increase their well-being from baseline to 6-month follow-up compared with those with average engagement (βs=.39; t586=2.66; P=.008; R2=0.24). Conclusions Most of the adolescents participating in a digital life skills program that aimed to prevent substance use and promote mental health engaged with the intervention. However, measures to increase engagement in problem drinkers should be considered. Furthermore, efforts must be made to ensure that interventions are engaging and powerful across different educational levels. First results indicate that higher engagement with digital life skills programs could be associated with intended outcomes. Future studies should apply further measures to improve the reach of lower-engaged participants at follow-up to establish such associations with certainty.