"The combination of music and drugs proved to be potent, and scientific research has yet to explain it" (Levitin, 2008, p. 74; The World in Six Songs). This study examined if fantasizing while listening to music could represent a potential protective factor against adolescent substance use (cigarette, alcohol, and cannabis). The first hypothesis was that fantasizing while listening to music would moderate (buffer) the link between sensation-seeking and substance use. The second hypothesis was that fantasizing while listening to music would also moderate (buffer) the link between peer substance use and individual substance use. The sample comprised 429 adolescent boys and girls who answered a self-report questionnaire in 2003. They were regular students attending a public high school in Montreal, Canada. The results revealed that fantasizing while listening to music came short of buffering the link between sensation-seeking and substance use among highly musically involved adolescents. Still, fantasizing while listening to music significantly attenuated the relationship between peer substance use and individual substance use (thereby, showing a protective effect) among highly musically involved adolescents. Fantasizing while listening to music did not buffer the relation between either risk factor (sensation-seeking or peer substance use) and substance use among moderately musically involved adolescents.