Although religiousness has been identified as a protective factor against adolescent substance use, processes through which these effects may operate are unclear. The current longitudinal study examined sequential mediation of afterlife beliefs and future orientation in the relation between adolescent religiousness and cigarette, alcohol, and marijuana use. Participants included 131 adolescents (mean age at Time 1 = 12 years) at three time points with approximately two year time intervals. Structural equation modeling indicated that higher religiousness at Time 1 was associated with higher afterlife beliefs at Time 2. Higher afterlife beliefs at Time 2 were associated with higher future orientation at Time 2, which in turn was associated with lower use of cigarettes, alcohol, and marijuana at Time 3. Our findings highlight the roles of afterlife beliefs and future orientation in explaining the beneficial effects of religiousness against adolescent substance use.