These adult-rated games also affect teenage users' self-image, according to the study by Dartmouth College researchers published in the Journal of Personality and Social Psychology.
A previous Dartmouth study published in 2012 had already found that such videogames could incite teens to drive carelessly.
Other studies have linked violent videogames to adolescent aggressiveness and violence.
But this latest study "is important because it is the first to suggest that possible effects of violent videogames go well beyond violence to apply to substance use, risky driving and risk-taking sexual behavior," Dartmouth professor of pediatrics and co-author James Sargent said in a statement.
In fact, youths who play these types of videogames may identify themselves to the antisocial protagonists they feature.
"With respect to playing deviant videogame characters, we feel it best to follow the admonition of Kurt Vonnegut in 'Mother Night:' 'We are what we pretend to be, so we must be careful about what we pretend to be,'" said lead author Jay Hull, who chairs Dartmouth's Department of Psychological and Brain Sciences.
For the study, researchers questioned 5,000 randomly chosen US teenagers over a four-year period by telephone.
Among the factors they examined were playing three violent videogames glorifying violence -- "Grand Theft Auto," "Manhunt" and "Spiderman" -- and other mature-rated games.
The study then found links between games of this nature and changes in a broad range of high-risk behaviors.
"This is due, in part, to changes in the users' personality, attitudes and values, specifically making them more rebellious and thrill-seeking," the study said.
Researchers found the effects to be similar for both men and women, and strongest among those who played the most or played games with antisocial protagonists.