Background: Adolescents' school engagement, mental health, and substance use have been major concerns during the COVID-19 pandemic, particularly given disruptions to school instruction. We examined how the instructional setting was associated with academic and health-related outcomes within an adolescent cohort followed during the pandemic. Methods: During 3 semi-annual follow-up surveys, adolescents (N = 1066 students; 2242 observations) from 8 California high schools responded to items measuring academic self-efficacy, school connectedness, internalizing and externalizing problems, and use of substances. Separate generalized estimating equation models predicted outcomes based on the instructional setting. Results: Relative to in-person instruction, students in remote instruction reported lower academic self-efficacy (Beta: -0.11; 95% confidence interval [CI]: -0.22, -0.01) and school connectedness (Beta: -0.37; 95% CI: -0.48, -0.25), greater odds of past 30-day internalizing problems (AOR: 1.46; 95% CI: 1.09, 1.95), externalizing problems (AOR: 1.36; 95% CI: 1.02, 1.82), and cigarette, cigar, smokeless tobacco, or hookah use (AOR: 2.50; 95% CI: 1.06, 5.91), but lower odds of past 30-day e-cigarette use (AOR: 0.50; 95% CI: 0.30, 0.86). Conclusions: Multiple adverse outcomes related to school engagement, mental health, and substance use were associated with remote instruction. To reduce such impacts under future emergencies, schools should rely sparingly on remote instruction and provide appropriate supportive resources.