Alcohol and Substance Use (ASU) and mental ill-health among youths is today a global public health concern especially among the urban poor. This pilot study examined the prevalence, patterns and mental health associations of ASU among youths in urban slums. Baseline cross-section data were collected from 94 participants aged 15–24 in two informal settlements in Nairobi. Descriptive statistics analyzed demographic, substance use and mental health variables. Bivariate analyses of associations between ASU scores, sociodemographic factors and mental health symptoms were done. Seventy-eight per cent of participants reported having used alcohol in the preceding 3 months, while 68% and 35% respectively reported cannabis and tobacco use. Concerning frequency of use, 43% used alcohol while 47% used cannabis frequently. Alcohol use was associated with age, depressive symptoms and socio-economic independence. Tobacco use was more common among participants with depression, anxiety and low education levels. Cannabis use was higher in participants living independently, with depression, anxiety and stress and in men. In conclusion the study found prevalent ASU associated with multiple sociodemographic and psychological vulnerabilities. These findings may reflect sample characteristics not generalizable to the population, but they provide preliminary evidence for the need of future studies of integrated preventive interventions.