Despite elevated levels of substance use among many Latino youths, there has been little research on protective factors against such use. In keeping with federal commitments to address health disparities, this prospective study examined the protective influence of religion on substance use among a school-based sample (N = 804) of youths of Mexican heritage in the American Southwest. Drawing from the social capital literature, the authors posited that both integration into religious networks and trust in religious values at time 1 (T1) would predict less likelihood of using substances at time 2 (T2) but that exposure to religious norms at T1 would not predict subsequent substance use at T2. The hypotheses regarding religious networks and religious norms were largely confirmed, whereas little support emerged for the hypothesis regarding religious values. The results are discussed in light of the various pathways through which religion may exhibit a protective influence.