This study examined the individual and contextual effects of cognitive social capital at school on cigarette smoking and alcohol drinking in Japanese high school students. Self-administered questionnaires were distributed to 3248 students in grades 10-12 (aged 15-18 years) at 29 public high schools across Okinawa, Japan in 2008. The individual-level cognitive social capital studied was generalized trust. Using multi-level logistic regression models, the effects of individual- and contextual-level cognitive social capital on smoking and drinking were analyzed. Contextual-level cognitive social capital was measured on the basis of aggregated individual responses to the trust question at school level. After adjustment for the covariates, individual-level trust was negatively associated with smoking and drinking among boys and girls. Similarly, after adjustment for the covariates, school-level trust showed an inverse association with smoking for girls. A similar but not statistically significant association was observed for boys. On the other hand, school-level trust was not associated with drinking among boys or girls. After adjustment for individual-level trust and the covariates, these findings were in the same direction, but the school-level trust for girls no longer had a significant contextual effect on smoking. The findings suggest evidence of the individual effect of cognitive social capital on adolescents' smoking and drinking, and that the contextual effect of social capital on smoking was inconclusive. In addition, no association of contextual-level social capital with drinking was observed. Copyright © 2010 Elsevier Ltd. All rights reserved.