Smoking and alcohol use often co-occur during adolescence, but little is known about the codevelopment of these substances. In the search for etiological factors that help to explain the development of adolescent substance use patterns, studies have revealed substantial heritability for both alcohol use and smoking. In this regard, the µ-opioid receptor gene (OPRM1, chromosome 6q24-q25) has been linked to both substances. This study examined the predictive relationships between initial level and growth of smoking and drinking in 311 early adolescents (13–15 years old) over a 4-year period. In addition, the effects of the A118G polymorphism of the OPRM1 gene on the initial values and the development over time of alcohol use and smoking were assessed. Finally, as prevalence and heritability estimates for both alcohol- and smoking-related behaviors differ between males and females, OPRM1 by sex interactions were tested. We found that high initial levels of early adolescent alcohol consumption were related to a stronger increase in smoking levels over time. In contrast, high initial levels of smoking were not related to growth of alcohol use. No main OPRM1 effects were found, but sex-specificity of the gene was found for smoking development. Male A-allele carriers showed a faster development in smoking behavior, whereas in females, the G-allele led to a faster development in smoking. Thus, in addition to high levels of alcohol as a risk factor for the development of smoking behavior, sex-specific effects exist for OPRM1, which may additionally have consequences for the development of adolescent smoking.