Large-scale treatment studies suggest that effective depression treatment and reduced depression are associated with improved substance use outcomes. Yet information is limited regarding the longitudinal association between depressive symptoms and problematic substance use and its predictors, particularly in real-world practice settings. Using latent growth modeling, we examined the (a) longitudinal association between depressive symptoms and problematic substance use, (b) impact of depressive symptoms on problematic substance use, (c) impact of problematic substance use on depressive symptoms, and (d) role of co-occurring symptoms on depression and problematic substance use. Participants were part of the Youth Partners in Care study, an effectiveness trial evaluating a quality improvement intervention for youth depression through primary care. This ethnically diverse sample included youths aged 13 to 21 years screening positive for depression from 5 health care organizations. Participants were followed 4 times over an 18-month period and assessed for both depressive symptoms and problematic substance use. Both depressive symptoms and problematic substance use declined over time. Higher baseline depressive symptoms predicted a slower decline in problematic substance use, but baseline problematic substance use did not predict changes in depressive symptoms. These prospective associations remained robust controlling for co-occurring symptoms. Results support prior large-scale depression studies indicating depression burden negatively impacts substance use outcome and extends these findings to real-world practice settings. Findings underscore the importance of addressing depression severity in youth with concurrent substance use problems, even in the context of comorbid symptoms of anxiety, delinquency, and aggression.