Sexual minority youth were found to be more likely to drink alcohol during weekdays compared to heterosexual youth. Drinking during weekdays was associated with consuming alcohol as a coping strategy. Sexual minority youth also more frequently consumed alcohol to eliminate personal worries (coping) and to not be excluded by their peers (conformity). Sexual orientation-related alcohol problems should be addressed at an early stage. Such efforts are likely to be effective if insecurities and stress related to sexual orientation are addressed as well.