Illness is rarely considered a "risk factor" in adolescence. This study tests illness, suicidality and substance use as outcome measures in a path analysis of 1028 Swiss adolescents in secondary prevention programs. The model showed that negative mood (depression and anxiety) predicted two paths. One path led from negative mood to suicidality and from there to substance use. The other path led directly from negative mood to illness. Traditional protective factors (good relationships, secure identity) protected against the negative mood-suicide-substance path, but not against the negative mood-illness path.