This study investigated interrelations between life events, psychosocial distress, self-efficacy, and substance use among patients manifesting substance use disorders. Gender differences in these interrelations were also explored. Patients (N = 352) were recruited during 2008 and 2009 from 16 Norwegian facilities. These patients completed a questionnaire with validated measurement instruments. Interrelations were investigated by SEM analysis. The results suggested that negative life events facilitated substance use and psychological distress. Positive life events were associated with self-efficacy, but weakly related to substance use. The results supported the notion that males are more prone to use substances when faced upon negative life events.