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Parental socialization messages that discuss the significance of a child’s race and ethnicity – ethnic-racial socialization (ERS) – are an important predictor of behavioral outcomes. However, greater theoretical clarification is needed to understand when these socialization messages may lead to positive or negative behaviors. Using survey data from an ethnically diverse college student sample (N = 602), this study employed structural equation modeling to test how three types of ERS differentially relate to substance use, and how much these links are mediated by social bonds. Cultural socialization and preparation for bias messages received during the respondents’ youth were associated with less substance use, and promotion of mistrust messages received during youth were associated with more substance use. All three effects were indirect and mediated by social bonds. These results suggest that depending on their content, ethnic-racial socialization messages may either be a risk factor or protective factor against future substance use, and social bonds are crucial for understanding why this contingent relationship exists.