There is current widespread acceptance that persons with severe mental disorders are at increased risk to develop substance use disorders. The need for a theoretical framework to assist clinicians in assessing substance use disorders is critical. This study examined a piece of a popular theory of addiction, the Self-Medication Hypothesis. This theory is frequently cited among clinicians but lacks scientific support through objective studies. This study examined whether mood disorders, anxiety disorders and traumas precede the onset of alcohol, cocaine and nicotine use. Data from the National Comorbidity Survey (NCS), which is a nationally representative household survey conducted from September 1990 to February 1992 and included 8,098 respondents between the ages of 15 and 54, were used for the secondary data analyses. Diagnoses were based on the Composite International Diagnostic Interview (CIDI) and DSM-III-R criteria. Results of this study suggest that some psychiatric diagnoses and traumas precede substance usage. The Self-Medication Hypothesis may explain a small subset of cases in this study. For those who reported alcohol abuse, respondents with simple phobia, social phobia, and sexual molestation reported the alcohol abuse occurred second. For those who reported cocaine abuse, respondents who reported simple phobia, social phobia, physical assault, sexual molestation and rape reported the cocaine abuse occurred second. For those who reported nicotine usage, respondents with simple phobia, social phobia and sexual molestation reported the nicotine usage occurred second. While these findings are consistent with the Self-Medication Hypothesis, the Gateway model of substance use and developmental maturation are also possible explanations for this pattern of results. The Self-Medication Hypothesis may be descriptive of some clinical samples, but it is very limited and does not appear to be descriptive of general population samples such as that of the NCS. Overall, this study's results are not sufficiently supportive of the Self-Medication Hypothesis.