This article explores the relationships between certain cognitive and emotional factors (sensation seeking, impulsivity, self-esteem, anxiety sensitivity and loneliness) and regular consumption of alcohol and other drugs by a university population from Almeria (South Spain). During 2005 and 2006 students were given a battery of questionnaires related to these personality variables and the substances they had consumed. After filling out the psychometric tests, the participants gave a urine sample which was then analyzed. The findings stress the role of sensation seeking and loneliness, understood as social maladjustment, in the regular consumption of alcohol and other drugs, in both men and women.