This study examines the temporal relationship between prescription opioid (PO) and heroin use among veterans in New York City. Drawing on survey data from a convenience sample of 214 Operation Enduring Freedom/Operation Iraqi Freedom/Operation New Dawn (OEF/OIF/OND)-era opioid-using military veterans, analyses demonstrate substantial cohort-level variation. Most notably, heroin use prior to PO initiation and prior to military enlistment was reported more frequently among the cohorts born prior to 1970 and after 1984. Across all cohorts, high percentages of participants reported alleviation of emotional/psychological pain as a reason for both PO and heroin use. Cohort-level variation highlights the need for tailored interventions and targeted prevention efforts.