This study draws upon data from the Canadian Community Health Survey (CCHS) to examine self-reported substance use (alcohol, cigarettes, and marijuana) among immigrants and the Canadian-born population, and whether usage rates are affected by mental health issues, socio-economic status, and other demographic factors. Analysis of the data indicated identified the Healthy Immigrant Effect (HIE), also known as the “Immigrant Paradox,” in relation to mental health issues and substance use among immigrants. Both immigrants and natives with mental health issues were more likely to consume more cigarettes and marijuana. In addition, the relationship between mental health issues and substance use among immigrants may suggest that they underutilize mental health services. The results of this study also reveal that language preference and gender both influence substance use among immigrants. Furthermore, socio-economic status was found to partially account for marijuana, alcohol, and cigarette use among immigrants. Although mental health issues may not necessarily predict increased alcohol use among immigrants, alcohol is the most frequently consumed substance. The connection between mental health issues and marijuana and cigarette use among immigrants highlights the need for more culturally safe and language-sensitive programs aimed at raising awareness regarding substance-related risks.