The way that youth gambling is regulated in Finland has shifted in recent decades. Since July 2011, all money games have been prohibited to minors. The control of age limits varies in different types of shops: young-looking individuals must present an ID when purchasing alcoholic beverages and cigarettes, but the control of slot machine playing is less organized. The data for this study comes from the European School Survey Project on Alcohol and Other Drugs (ESPAD), collected every four years since 1995 among adolescents aged 15–16. The purpose of this study was twofold. First, we reviewed trends in the use of alcohol, cannabis and tobacco products according to slot machine playing. Second, we analysed the connection between slot machine playing and the use of these substances in 2011. Weekly slot machine playing among girls had increased between 1995 and 2011 in comparison with boys. Nevertheless, the proportion of non-playing youth had grown. Abstinence had increased especially among boys who played slot machines less than weekly, but not among weekly playing youth. Among girls it had even decreased. Daily smoking had decreased in other groups except weekly playing girls. The use of snuff had increased among all girls, but especially among those playing weekly. Among boys, an increase was seen only among those playing weekly. Cannabis experiments had increased among weekly playing youth. In 2011, girls were less often abstainers and drank to intoxication and smoked cigarettes more often than boys regardless of slot machine playing. Only the use snuff was more common among boys. There were no significant differences between genders regarding cannabis use. Among both boys and girls, those who played weekly used every kind of substance studied more often. A high degree of resourcefulness and involvement in young people’s lives is required of parents, educators and professionals throughout the process of maturation. More research is needed on individual pathways concerning substance use and slot machine playing and the accumulation of harms to specific youth groups.