Substance use among undergraduates has continued to constitute a major concern globally because of its associated significant impairments in everyday functioning. Anxiety and depression which are significant comorbidities cause even more impairments which negatively affect quality of life in the individual and constitute a huge burden on the family and the society at large. This study aimed to determine the relationship between substance use and depression, generalised anxiety disorder among second year undergraduate students in a Tertiary Institution in Kaduna Metropolis. Associations between substance use and socio-demographic variables in the respondents were also evaluated. A total of 286 second year undergraduate students of Kaduna State University (male=144, female=142) were studied using a semi-structured socio-demographic questionnaire, the World Health Organization (WHO) Student Drug Use Questionnaire, and the General Health Questionnaire version 12 (GHQ-12). Respondents who had GHQ-12 scores of 3 or more as well as randomly selected 10% of those whose GHQ-12 scores were less than 3 were further assessed with the Mini International Neuropsychiatric Interview (depression and generalised anxiety disorder subscales) to diagnose depressive disorder and generalised anxiety disorder. The mean age of the respondents was (23.0 ±3.2years) with most (85.3%) of them within the age range of 18-25years, and of Kaduna State origin (68.5%). The lifetime prevalence of substance use was 66.8%. Mild stimulants, alcohol, and tobacco were the three most common drugs used with current prevalence rates of 31.5%, 23.1%, and 17.8% respectively. Age of onset of substance use for most of the respondents who used substances was before 18years which corresponded to the period they were in secondary school. Poly-drug use was common among the users with a use frequency of one to five days in a month. Using the GHQ-12, the prevalence of psychological distress was about 30%. The prevalence of depressive disorder and generalised anxiety disorder among respondents with GHQ-12 score ≥3 were 18.8% and 29.4% respectively. Among all respondents, the point prevalence of depressive disorder (current) and generalised anxiety disorder were 7.0% and 9.8% respectively. The weighted prevalence rates of depressive disorder (current) and generalised anxiety disorder was 19.0% and 18.8% respectively while the weighted prevalence of assessed psychiatric morbidity was 37.8%. Substance use was significantly associated with socio-demographic variables, depressive disorder (current), and generalised anxiety disorder (p<0.05). Binary logistic regression analysis showed that the odds of using substances were lower with female gender and frequent participation in religious activities while a history of drug use in respondent’s father, and a diagnosis of generalised anxiety disorder increased the odds that respondents will use at least a substance. In conclusion, this study has shown that substance use is high among undergraduates and is associated with socio-demographic variables and psychiatric morbidities like depressive disorder and generalised anxiety disorder. There is need for increased education and awareness among youths regarding the health implications of substances use and abuse. There is also need for strict implementation of drug laws and routine screening for psychiatric morbidities among undergraduates. Furthermore, research is required to establish the causal relationships between substance use and psychiatric disorders among this population.