The present paper describes a measure of social insecurity including its validity and its relation to drug abuse in Mexican adolescents. The sample consisted of 795 students from high school and baccalaureate level in Mexico City. A scale of Social Insecurity Perception consisted of 24 initial items, 15 in the final version, on a 4-point Likert scale. In addition the study evaluated drug use and its relation to some socioeconomic measures. Three factors emerged from the scale: distant risk, social safety and personal risk. Results revealed relationships between distant and personal risk, and drug use. As distant risk increased, so did drug use. Inversely, as personal risk perception diminished, the probability of involvement in drug use also increased. The discussion includes implications for further research on drug use in Mexico and for prevention programs aimed at youth.