Despite decades of research surrounding determinants of alcohol and tobacco (A&T) use among adolescents, built environment influences have only recently been explored. This study used ordinal regression on 205 Latino adolescents to explore the influence of the built environment (proximity to A&T retailers) on A&T use, while controlling for recognized social predictors. The sample was 45% foreign-born. A&T use was associated with distance from respondents’ home to the nearest A&T retailer (−), acculturation (+), parents’ consistent use of contingency management (−), peer use of A&T (+), skipping school (+), attending school in immediate proximity to the US/Mexico border (+), and the interaction between the distance to the nearest retailer and parents’ consistent use of contingency management (+). The association between decreasing distance to the nearest A&T retailer and increased A&T use in Latino adolescents reveals an additional risk behavior determinant in the US–Mexico border region.