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Based on a large cohort of dual diagnosis patients, the aim of this study was to quantify the patient-perceived problems and advantages of their substance use and relate the quantity of problems to the substance type and psychiatric diagnosis. Data comes from a naturalistic cohort admitted to an in-patient facility in Denmark specialized in integrated dual diagnosis treatment. We included 1076 patients at their first admission to the facility from 2010 to 2017. Participants completed 607 DrugCheck and 130 DUDIT-E questionnaires. we analyzed the questionnaires and included admission diagnosis by use of t-test and ANOVA to depict the patterns in substance use in relation to psychiatric diagnosis. The three most common substance related problems according to the DrugCheck questionnaire were: feeling depressed, financial problems, and losing interest in daily activities. From DUDIT-E, the highest-ranking negative substance related effects were financial ruin, deterioration of health, and problems at work. Effects on social life relationships were also evident with more than 40% of participants. The top three positive substance related effects reported were relaxation, improved sleep, and control over negative emotions. The number of problems listed varied significantly with the type of preferred substance. Patients using pain medication, sedatives, central stimulants, and alcohol reported most problems. Diagnosis did not differentiate the problems experienced. Results partially support the broad self-medication hypothesis for patients with severe mental illness, but also points out that patients are well aware of negative effects. [ABSTRACT FROM AUTHOR]