Comorbidities between mental illness and substance use have been recognized in a number of studies (Conway et al., 2016; Jané-Llopis & Matytsina, 2006; Lev-Ran et al., 2013; Lo et al., 2015) and can be conceptualized in many ways through psychological and criminological theories alike. This research examined the relationship between mental illness and substance use through the lens of two theories: general strain theory (Agnew, 1992) and self-medication theory (Khantzian, 1985). Data from the National Survey on Drug Use and Health (NSDUH, 2019) was used with a focus on mental health, substance use, and mental health services. The goal of the current study was to investigate treatment as a mediator in the relationship with a focus on whether individuals received mental health treatment or a prescription. I expected a strong positive relationship between mental illness and substance use and increased substance use with higher indicators of psychological distress. This hypothesis was supported as there was a significant, positive relationship between mental illness and substance use. In addition, I anticipated that receiving mental health treatment would lessen the significance of the relationship between mental illness and substance use as it introduces healthy coping mechanisms, and prescription medications would produce comparable results as they decrease the need to use other substances. These hypotheses were not supported as both mental health treatment and prescription medication failed to moderate the relationship with the exception of two substances. Future research should explore the complex relationship between mental illness and substance use to identify possible effective treatment strategies.