Peer sexual harassment is associated with adolescent substance use at the global level; however, it is unknown whether substance use occurs proximal in time to the sexual harassment experience. This study used daily reports to examine the proximal relations between sexual harassment victimization and affect and substance use. Based on theories of self-medication, we hypothesized that negative affect and substance use (cigarettes, electronic cigarettes, alcohol, and marijuana) would be higher than typical on days when sexual harassment occurred relative to nonvictimization days.