Each year, nearly 1.7 million children and adolescents in the US run away or are forced out by their caregivers. Although several studies have examined numerous risk and protective factors among homeless and runaway youth (HRY), little is known about this population’s self-efficacy. This cross-sectional study investigates substance use, self-esteem, and self-efficacy in 51 HRY in New Orleans. Results include high rates of substance use disorders, lower self-esteem and self-efficacy compared with that of non-HRY in previous studies, and no significant correlation between substance use and self-esteem or self-efficacy. The authors interpret these findings and discuss their implications for practice and future research.