Youth who are lesbian, gay, bisexual, and who identify with other sexual orientations (LGB +) are at higher risk for illicit drug use and have higher rates of mental illness. The current study examined the prevalence of illicit drug use among LGB+ persons and assessed the moderating effect of mental illness. Cross-sectional data from the 2015, 2017, and 2019 Youth Risk Behavioral Surveillance System were aggregated. The outcome was any reported use of cocaine, inhalants, heroin, methamphetamines, ecstasy, or hallucinogens. The primary exposure was self-reported sexual orientation category (i.e. heterosexual, gay/lesbian, bisexual, and not sure). Self-reported depressive symptoms were tested as a moderator. Logistic regression models assessed main and interactive effects. Gay or lesbian students [AOR = 1.87 95% CI: 1.45, 2.43], bisexual students [AOR = 2.07 95% CI: 1.77, 2.42], and those unsure of their sexual orientation [AOR = 1.99 95% CI: 1.65, 2.39] had increased odds of illicit drug use. Odds were higher among LGB+ youth who did not have depressive symptoms (p < 0.001). Odds of illicit substance use was significantly greater in youth identifying as gay and lesbian, bisexual, and students who were not sure about their sexual orientation and among LGB+ youth without depressive symptoms. Targeted, but non-stigmatizing, prevention programs are needed.