With data from the 2007 National Survey on Drug Use and Health, the study examined effects of social locations upon the co-occurrence of substance abuse and psychological distress. Also explored was whether and how religiosity mediated the relationship between these social locations and co-occurring behaviors. Religiosity was used as an indicator of the four bonding elements of the social control theory, and was theorized to both neutralize stress and provide support among disadvantaged individuals. The general results indicate that men, White individuals, and those living in poverty were more likely to exhibit co-occurring drug abuse and psychological distress. In addition, co-occurring behaviors were less likely to be found among married individuals and those reporting higher levels of education. Furthermore, those individuals with higher levels of religiosity were generally less likely to exhibit co-occurring behaviors. Policy implications and further research needs are discussed.