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Physically-active adults are more likely to consume alcohol, but this association may vary if adults also use other substances (i.e., tobacco and/or cannabis), which could increase substance-use related harms. This study examined whether tobacco and/or cannabis use moderated the associations between physical activity, odds of drinking and alcohol drinks/week. We used cross-sectional 2005-2016 National Health and Nutrition Examination Survey data (United States of America). Physical activity was assessed using device-based and self-reported moderate-to-vigorous physical activity (MVPA) and total physical activity hours/week. Individuals were categorized into one of four (poly)substance use categories, no tobacco/no cannabis, tobacco, cannabis, or tobacco/cannabis use. Regression models examined substance use as a moderator of the association between physical activity and the odds of drinking versus not drinking and alcohol drinks/week among light/moderate/heavy drinkers (≥12 drinks/year). Using cannabis or tobacco weakened the significant positive associations between total physical activity and self-reported recreational MVPA hours/week on odds of drinking (ORs = 0.978 and 0.967, respectively), such that the effect was negative or null when using cannabis or tobacco, respectively. Greater total physical activity and device-based MVPA hours/week was associated with consuming greater drinks/week (IRRs = 1.003 and 1.035, respectively). Using tobacco weakened the association between device-based MVPA and alcohol drinks/week (IRR = 0.934, 95% CI: [0.888, 0.982]). Cannabis and tobacco use weakened the association between physical activity and alcohol use. The positive association between physical activity and alcohol use may be limited to single substance users of alcohol and could reflect shared reasons for engaging in these behaviors, such as stress management or social motives. [ABSTRACT FROM AUTHOR]