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According to E. J. Khantzian's (2003) self-medication hypothesis (SMH), a psychoanalytically informed theory of substance addiction that considers emotional and psychological dimensions, substance addiction functions as a compensatory means to modulate affects and self-soothe from the distressful psychological states. To manage emotional pain, dysphoria, and anxiety, substance abusers use the drug actions, both physiological and psychological effects, to achieve emotional stability. The SMH was retrospectively tested using 6 Minnesota Multiphasic Personality Inventory—2 special scales with 402 non—drug users and drug users to capture the psychological elements relevant to the SMH. Three logistic regression models were formed to predict alcohol, cocaine, and heroin “drug-of-choice” groups. Predicting variables were the Repression, Overcontrolled Hostility, Psychomotor Acceleration, Depression, Posttraumatic Stress Disorder, and Cynicism scales. Repression and, inversely, Depression scales significantly predicted the alcohol group. Psychomotor Acceleration was the only significant predictor of the cocaine group. Cynicism significantly predicted heroin preference. The results are partially consistent with the SMH. Implications of these results for understanding the relationship between affect regulation and addiction and treatment interventions are discussed.