Substance dependence is a complex environmental and genetic disorder that results in serious health and socioeconomic consequences. Many studies have reported and implicated genes associated with various substance dependence outcomes, including addiction to nicotine and addiction to alcohol. Using data from several genome-wide case-control studies, we conducted a genome-wide association study of a composite substance dependence phenotype derived from six individual diagnoses: addiction to nicotine, alcohol, marijuana, cocaine, opiates, or other drugs as a whole. We identified a strong (odds ratio = 1.77) and significant (P value = 7E-8) association signal with the PBX/knotted 1 homeobox 2 (PKNOX2) gene on chromosome 11 in European-origin women with the composite phenotype. Our findings also indicate that the associations are not as significant when individual outcomes for addiction are considered, underscoring the importance of considering multiple addiction types.