Alcohol is deleterious to physical and mental health as well as social well-being. This study aims to examine the prevalence of alcohol consumption and factors associated with its use among school-going Malaysian adolescents. The Global School-Based Student Health Survey (GSHS) 2012 employed 2-stage clustering design to Malaysian secondary school respondents aged 12 to 17 years. The prevalence of current alcohol usage was 8.9% (95% confidence interval [CI]: 7.8-10.07) overall, 11.2% (95% CI: 9.80-12.80) among males, and 23.4 (95% CI: 21.40-25.50) among Chinese students. Multivariate logistic regression showed that adolescents who had used alcohol were more likely to have used substance (adjusted odds ratio [aOR] = 3.39; 95% CI: 2.33-4.99), experienced injury (aOR = 1.53; 95% CI: 1.20-1.95), and engaged in sexual behaviors (aOR = 1.42, 95% CI: 1.12-1.79), and fights (aOR = 1.23; 95% CI: 1.08-1.41). The current national policies on alcohol should be strengthened to curb alcohol consumption among adolescents.