The relationships between peer bullying victimization in adolescence and substance use have been poorly studied. Thus, we examined the associations between peer bullying victimization and tobacco, alcohol and cannabis use in 496 French high school students. Peer bullying victimization was measured with a 17-item standardized assessment and analyzed as quartiles. Tobacco, alcohol, and cannabis use were assessed with the Hooked on Nicotine Checklist (HONC), the Alcohol Use Disorders Identification Test-Consumption (AUDIT-C) and the Cannabis Abuse Screening Test (CAST), respectively. Total scores at the HONC (0 to 10), AUDIT-C (0 to 12), and CAST (0 to 24) were used as dependent variables in generalized linear models, adjusting for sex, age, prepared graduation, last school marks and friends outside high school. Compared to the first quartile (i.e., the least bullied students), those from the second, third and fourth quartiles had significant increase of the AUDIT-C (B = 0.78 [95%CI 0.17-1.40] with p = 0.013; B = 0.86 [95%CI 0.26;1.46] with p = 0.005 and B = 1.00 [95%CI 0.38;1.62] with p = 0.002, respectively), with dose-dependent relationships (B = 0.33 ([95%CI 0.13; 0.52] with p = 0.001). Those from the fourth quartile had a significant increase of the CAST (B = 2.13[95%CI 1.25;3.01], p < 0.001). When examining the role of peer bullying victimization on the number of substances used, there were significant increased odds for students from the third and fourth quartiles, with dose-dependent relationships (OR = 1.24 [95% CI 1.07;1.44], p = 0.005). These findings encourage paying a particular attention to substance use in students who report being bullied. Consequently, information and prevention using standardized screening tools should be proposed. Conversely, substance use could be an indicator of peer bullying victimization and should thus be explored.