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Background: Adolescence is a common time for experimentation with substance use and the emergence of sex differences in substance use patterns. Although similar in early adolescence, male and female substance use patterns historically diverge by young adulthood, with males using more substances than females. We aim to add to current literature by utilizing a nationally representative sample, assessing a broad range of substances used, and focusing on a sentinel period during which sex differences emerge. We hypothesized that certain sex-specific substance use patterns emerge in adolescence. Methods: Data are from the 2019 Youth Risk Behavior Survey (n = 13,677), a nationally representative sample of high school students. Weighted logistic analyses of covariance adjusting for race/ethnicity evaluated males’ and females’ substance use (14 outcomes) by age category. Results: Among all adolescents, more males reported illicit substance use and cigarette smoking than females, whereas more females reported prescription opioid misuse, synthetic cannabis use, recent alcohol use, and binge drinking. Divergence between male and female use usually occurred at 18+ years. Odds of using most illicit substances were significantly greater among males than females at age 18+ years (aORs 1.7–4.47). Among 18+ year-olds, males and females did not differ in electronic vapor product use, alcohol use, binge drinking, cannabis use, synthetic cannabis use, cigarette smoking, or prescription opioid misuse. Conclusions: Sex differences in adolescent use of most but not all substances emerge by age 18+ years. Sex-specific patterns of adolescent substance use may inform specific prevention efforts and identify peak ages for intervention.