While it is well understood that adolescent religiosity is associated with the use and abuse of licit and illicit substances, few studies have revealed the pathways through which religiosity buffers youth against involvement in such behavior. The aim of this study is to examine the complexity of the relationships between religiosity, sensation seeking, injunctive norms, and adolescent substance use. Using a national sample of adolescents (N = 18,614), negative binomial regression and path analysis were used to examine the various components of the relationship between religiosity and the use of cigarettes, alcohol, and marijuana. Results indicate that private religiosity moderates the relationship between key risk factors and substance use. Public and private religiosity were associated with tolerant injunctive substance use norms which, in turn, were associated with substance use. Implications for research and theory related to religiosity and adolescent substance use are discussed.