Mark Bellis and colleagues at the Centre for Public Health at Liverpool John Moores University say the study, which involved 3,500 11- to 14-year-olds from 15 schools in England, also found disliking school was strongly predictive of alcohol use for this age group.
The researchers assessed general well being by asking the study subjects about how happy they were with their appearance, how well they got on with their parents, whether they felt they could be assertive and whether they often felt remorse.
The study found that for adolescents as young as 13 years old, children who drank alcohol were much more likely to have had sex and more alcohol they drank, the higher the risk of early sexual behavior.
"Our study identifies that the children who drink and are sexually active are also more likely to be unhappy with their school and home lives," Bellis said in a statement.
"Such children can become disengaged from both family and educational support and risk progressing to sexually transmitted infections, teenage pregnancies or becoming an alcohol related casualty at an accident and emergency unit."
The findings are published in the journal Substance Abuse, Treatment, Prevention and Policy.