Frequencies and background variables of adolescent substance use vary across cultural and national boundaries which may raise the question of whether culture significantly impacts these behaviors. While trends of smoking and drinking are slowly decreasing in the European region, we know less about them in Central Asian countries, like Mongolia. Our cross-sectional study aims to examine adolescent substance use in two samples of Mongolian (N = 312, mean age = 16.85 years, 34.0% boys) and Hungarian (N = 320, mean age = 16.32 years, 49.4% boys) youth. Besides smoking and drinking, the questionnaire contained measures on social support, parental control, religiosity and SES self-assessment. Descriptive statistics reported not only a greater occurrence of substance use in Hungarian adolescents, but also a lack of gender differences as compared to Mongolian adolescents. While the role of familial support was stronger among Mongolian adolescents, parental control provided more protection for Hungarian youth. SES self-assessment and religiosity were not important correlates in either sample. Our findings highlight the need for considering both universal and specific cultural influences.