The rates of alcohol and illegal drug use and the prevalence of alcohol and illegal drug use disorders (AUDs and DUDs) are high in prison populations, particularly in men entering jail. However, these rates have never been exhaustively assessed and compared to those of the general population in France. We based our research on two surveys, conducted in the same French region, which included a total of 630 men entering jail and 5,793 men recruited from the general population. We used the Mini-International Neuropsychiatric Interview to assess alcohol and drug use, AUD, DUD, as well as co-occurring psychiatric disorders, and we examined differences in prevalence rates between the two populations. Logistic regression models were performed to (i) identify the factors associated with AUD and DUD and (ii) test whether the interaction between admission to jail and the presence of AUD, DUD, or both is linked to the presence of at least one co-occurring psychiatric disorder. Compared to the general population sample, the prevalence of AUD (33.8% vs. 8.7%, p < 0.001) and DUD (at least one type of drug: 28.7% vs. 5.0%, p < 0.001; cannabis: 24.0% vs. 4.7%, p < 0.001; opioids: 6.8% vs. 0.4%, p < 0.001; stimulants: 5.2% vs. 0.8%, p < 0.001) was significantly higher in the jail population sample, as well as the rates of past-year use of various substances (alcohol: 62.1% vs. 56.4%, p = 0.007; at least one type of illegal drug: 50.0% vs. 14.4%, p < 0.001; cannabis: 45.6% vs. 13.9%, opioids: 9.4% vs. 0.7%; stimulants: 8.6% vs. 1.9%). Admission to jail was associated with a higher risk of AUD (aOR = 3.80, 95% CI: 2.89–5.01, p < 0.001) or DUD (aOR = 4.25, 95% CI: 3.10–5.84, p < 0.001). History of trauma was also associated with both AUD (aOR = 1.81, 95% CI: 1.53–2.14, p < 0.001) and DUD (aOR = 2.15, 95% CI: 1.74–2.65, p < 0.001), whereas history of migration was only associated with DUD (aOR = 1.38, 95% CI: 1.12–1.71, p = 0.003). AUDs and DUDs were more strongly associated with co-occurring psychiatric disorders in incarcerated men than in the general population. Among individuals with AUD, DUD, or both, co-occurring anxiety and mood disorders were particularly more frequent in jail than in the general population. As in most countries, AUD and DUD are highly prevalent among men entering jail in France. Our results also suggest that incarceration constitutes an independent vulnerability factor for a dual disorder, which supports a systematic assessment and treatment of psychiatric disorders in men entering jail and diagnosed with an AUD or DUD.