Introduction. Adolescence is a period in which risky health behaviors, such as tobacco and alcohol consumption frequently begin; thus, it is a critical period to implement preventive strategies. Method. In this context, 106 adolescents (54 females and 52 males; mean age both groups = 14.10) took part on this research. The main objectives were to study, first, the relationships between psychosocial factors, such as coping style and the new construct of positivity, and tobacco and alcohol consumption; second, the potential effect of gender and age differences. Results. Results showed, first, significant relationships among coping, positivity, and consumption; second, these effects were modulated by age and gender; finally, positivity was one of the most significant predictors of alcohol and tobacco consumption, emphasizing its protective role. Conclusion. Results concerning the contribution of coping style, age and gender to explain the adolescents' tobacco and alcohol consumption tend to be consistent with previous research on this topic. Results, on the other hand, regarding to the positivity dimension mean a novel contribution to the research in this area, suggesting its significant protective role against the development of risk behaviors such as tobacco and alcohol consumption.