Background: It is unclear whether energy drink (ED) consumption is associated with substance use (SU) in adolescence. The purpose of this study is to clarify the association. Methods: A systematic review was conducted using a wide range of electronic bibliographic databases to search for published prospective cohort studies on the topic from inception to 14th August 2019. The risk of bias was addressed by using the Risk Of Bias In Non-randomised Studies – of Interventions; ROBINS-I. Studies targeting adolescents were collected. Additionally, we collected studies that examined an association between the extent of energy drink consumption as exposure variables and any substance use as outcome variables. Results: Five studies met the eligibility criteria. ED consumption was associated with adolescent use of alcohol, tobacco, cannabis, prescription stimulants, and analgesics. However, the overall risk of bias in the included studies was severe. Conclusion: ED consumption may be associated with SU in adolescence, particularly alcohol use. The results, however, were still inconclusive due to the relatively low methodological quality in the included studies. Evidence from more well-designed trials is needed in future research.