From a positive youth development perspective, the promotion of personal protective resources against certain risks such as drug consumption is especially relevant. The objective of this study was to analyze the influence of empathy, coping styles, and attitudes related to consumption with respect to binge drinking and polyconsumption in a sample of 799 students. The results of a regression analysis revealed that unproductive coping predicted binge drinking, while attitudes such as turning down a drink and admiration of non-users of institutionalized drugs were associated with a lower consumption habit. As for polyconsumption, affective empathy, active coping, a negative attitude to, and the rejection of drug consumption, as well as the admiration of non-users of institutionalized drugs, predicted a lower simultaneous use of alcohol and cannabis. These findings offer new evidence that may be useful in guiding interventions to promote healthy habits at early ages.