Objective: This study aimed to (a) investigate the relationship between drinking location and adolescent alcohol use, (b) analyze the association of drinking culture indicators with alcohol use, and (c) explore interaction effects of drinking location and drinking culture indicators. Method: Analyses were based on the 2011 European School Survey Project on Alcohol and Other Drugs (ESPAD). The analytical sample consisted of 15-to 16-year-old students (N = 36,366; 51.6% female) from 11 countries. Alcohol volume and perceived drunkenness were used as outcomes. Drinking location was used as predictor variable. Per capita consumption and restrictions on public drinking were used as country-level predictors. Sex-stratified generalized linear models with cluster robust standard errors were applied. Results: Compared with drinking outdoors, the reported alcohol volume was lower when drinking at home and higher when drinking in multiple locations or at someone else's home. Drunkenness was highest among boys drinking at someone else's home and, compared with drinking outdoors, lower among girls drinking on premise. Per capita consumption was positively associated with alcohol volume. Among girls, the association between per capita consumption and both outcomes was stronger when drinking in multiple locations than when drinking outdoors. A ban on public drinking showed a negative effect on drinking volume and drunkenness among girls. Conclusions: The role of different drinking locations in alcohol use as well as sex differences should be considered in prevention and intervention of adolescent heavy drinking. Setting-specific prevention and intervention measures are of greater importance in medium-or high-consumption societies.