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Background and aims: The accuracy of current screening instruments for identification of substance use in pregnancy is unclear, particularly given methodological shortcomings in existing research. This diagnostic accuracy study compared five existing instruments for ability to identify illicit drug, opioid and alcohol use, under privacy expectations consistent with applied practice and using a gold standard incorporating toxicological analysis. Design Prospective cross‐sectional screening accuracy study. Setting: Three sites encompassing four prenatal care clinics in the United States. Participants: Convenience sample of 1220 racially, ethnically and socio‐economically diverse pregnant women aged 18 years and over. Measurements In Phase I, participants completed the five screening instruments in counterbalanced order. Instruments included the Substance Use Risk Profile—Pregnancy (SURP‐P), CRAFFT (acronym for five‐item screener with items related to car, relax, alone, forget, friends and trouble), 5Ps (parents, peers, partner, pregnancy, past), Wayne Indirect Drug Use Screener (WIDUS) and the National Institute on Drug Abuse (NIDA) Quick Screen. In Phase II, participants provided a urine sample and completed a calendar recall‐based interview regarding substance use. These screeners were tested, using receiver operating characteristic (ROC) analysis and accuracy statistics, against a reference standard consisting of substance use in three classes (illicit drugs, opioids and alcohol), considered positive if use was evident via 30‐day calendar recall or urine analysis. Findings Three hundred and fifteen of 1220 participants (26.3%) met reference standard criteria for positivity. The single‐item screening questions from the NIDA Quick Screen showed high specificity (0.99) for all substances, but very poor sensitivity (0.10–0.27). The 5Ps showed high sensitivity (0.80–0.88) but low specificity (0.35–0.37). The CRAFFT, SURP‐P and 5Ps had the highest area under the curve (AUC) for alcohol (0.67, 0.66 and 0.62, respectively), and the WIDUS had the highest AUC for illicit drugs and opioids (0.70 and 0.69, respectively). Performance of all instruments varied significantly with race, site and economic status. Conclusions: Of five screening instruments for substance use in pregnancy tested (Substance Use Risk Profile—Pregnancy (SURP‐P), CRAFFT, 5Ps, Wayne Indirect Drug Use Screener (WIDUS) and the National Institute on Drug Abuse (Quick Screen), none showed both high sensitivity and high specificity, and area under the curve was low for nearly all measures. [ABSTRACT FROM AUTHOR]