This dissertation results from seven years of (part-time) research that have been a great challenge, but have also inspired me greatly. I started the programme in Psychology in 2010 at the Universidad Católica del Uruguay (UCU). Later, on in 2014, following a doctoral mobility research grant of 10 months funded by Erasmus Mundus (Babel Project) at Ghent University, I started a joint PhD programme. I had a second mobility stay at Ghent University at the Departament of Special Needs forma May to June 2017. This dissertation commenced in the framework of the research line on "Children and Adolescents", at the Departament of Clinical Psychology and Health of the Faculty of Psychology at UCUDAL, led by prof. dr. Daset. Since the beginning of my PhD at UCUDAL, I started working as a research assistant in this line of research. The main motivation for choosing this topic arose from my previous studies and work experiences. I have a degree in Psychology (Universidad de la República, UDELAR), a degree in Group Psycotherapy for Therapeutic Community practicioners (Middlesex University , UK) and a Master in Psychoanalytic Studies (University of Essex, UK). Since 2006, I have been working, in the UK and Uruguay, with adolescents, young people and their families, with mental health and substance use problems in therapeutic communities, crisis centres, the Uruguayan national rehabilitation centre, and later in private practice. This thesis explores the relationship between subjective well-being (SWB), empirical psychological syndromes and the use of alcohol and marihuana in school-going adolescents in Uruguay. The dissertation consist of four studies: the first study focuses on the development of an instrument for the screening of psycopathology and resilience among adolescents in Uruguay, the Adolescent Self-Report (ADA). The second study addresses the risk and protective factors for alcohol consumption in a sample of school-going adolescents from six secondary schools in Montevideo, Uruguay. The third study focuses on SWB in relation to psychopathology and consumption of alcohol and marihuana. First, we look at gender and age differences in a sample of adolescents from a school located in the metropolitan area of Montevideo, Uruguay. A second subchapter focuses on domain-specific indicators of SWB in relation to psycopathology and substances use in the same sample of school-going adolescents. At the end of the dissertation, we present the overall conclusions of the four studies, as well as its implications and limitations. Also, recommendations for future research are given.