The risks associated with early age at initiation for alcohol, cigarette, and cannabis use are well documented, yet the timing of first use has rarely been studied in genetically informative frameworks, leaving the relative contributions of genetic and environmental factors to age at initiation largely unknown. The current study assessed overlap in heritable and environmental influences on the timing of initiation across these three substances in African-American women, using a sample of 462 female twins (100 monozygotic and 131 dizygotic pairs) from the Missouri Adolescent Female Twin Study. Mean age at the time of interview was 25.1 years. Ages at first use of alcohol, cigarettes, and cannabis were gathered in diagnostic interviews administered over the telephone. Standard genetic analyses were conducted with substance use initiation variables categorized as never, late, and early onset. Variance in the timing of first use was attributable in large part to genetic sources: 44% for alcohol, 62% for cigarettes, and 77% for cannabis. Genetic correlations across substances ranged from 0.25 to 0.70. Shared environmental influences were modest for alcohol (10%) and absent for cigarettes and cannabis. Findings contrast with reports from earlier studies based on primarily Caucasian samples, which have suggested a substantial role for shared environment on substance use initiation when measured as lifetime use. By characterizing onset as timing of first use, we may be tapping a separate construct. Differences in findings may also reflect a distinct etiological pathway for substance use initiation in African-American women that could not be detected in previous studies.