To investigate differences in the relationship between self-esteem and the initiation of substance use (tobacco, alcohol and marijuana) among male and female secondary school students in British Columbia. The data were collected in the 2010 fall and 2011 spring cycles of the British Columbia Adolescent Substance Use Survey (BASUS). The sample consisted of 1,267 adolescents (57% female) in Grades 8 and 9. Multivariate logistic regression models were used to examine the extent to which self-esteem and gender, and their interaction, influenced the odds of having initiated substance use at baseline and at follow-up 6 months later. For each one-point increase on the Rosenberg Self-Esteem Scale, there was a reduction in the odds of initiating substance use by up to 9% for tobacco, 3% for alcohol, and 7% for marijuana. The relationships between self-esteem and the initiation of tobacco and alcohol use varied by gender, with boys having slightly less robust associations at the baseline assessment. The results suggest that self-esteem is protective against the initiation of tobacco, alcohol, and marijuana use. Researchers are advised to consider the interactive effects of gender in future longitudinal research examining the relationship between self-esteem and the initiation of substance use, including implications related to the development of substance use prevention programs.