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People with high IQs are more likely to smoke marijuana and take other illegal drugs, compared with those who score lower on intelligence tests, according to a new study from the U.K.

“It’s counterintuitive,” says lead author James White of the Center for the Development and Evaluation of Complex Interventions for Public Health Improvement at Cardiff University in Wales. “It’s not what we thought we would find.”

The research was based on interviews with some 7,900 British people born in early April 1970. Researchers measured the participants IQs at ages 5 and 10, then followed up with them at ages 16 and 30, asking about symptoms of psychological distress and drug use as part of a larger survey.

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At age 30, about 35% of men and 16% of women said they had smoked marijuana at least once in the previous year; over the same time period, 9% of men and 4% of women said they had taken cocaine. Previous-year drug users tended to have scored higher on IQ tests than non-users.

The IQ effect was larger in women: women in the top third of the IQ range at age 5 were more than twice as likely to have taken marijuana or cocaine by age 30, compared with those scoring in the bottom third. The men with the highest IQs were nearly 50% more likely to have taken amphetamines and 65% more likely to have taken ecstasy, compared to those with lower scores.

And these results held even when researchers controlled for factors like socioeconomic status and psychological distress, which are also correlated with rates of drug use.

So why might smarter kids be more likely to try drugs? “People with high IQs are more likely to score high on personality scales of openness to experience,” says White. “They may be more willing to experiment and seek out novel experiences.”

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Another factor could be that the messages used to attempt to deter teens from drug use — particularly during the 1980s in the U.K. when the study group was in adolescence — weren’t exactly known for the subtlety of their reasoning, so they may not have targeted the smarter group well.

“What you typically find is that people with high IQs are less likely to smoke [cigarettes], more likely to be active and to have a good diet,” says White, noting that they are also likely to have high socioeconomic status. People in this group tend to make healthy choices, based both on health information and their own experience.

This group isn’t likely to see occasional drug use as particularly harmful, White says, both because there is little data to suggest great risk of harm from such use and because evidence of harm is rare among their peers. “With smoking, the evidence [about its dangers] is overwhelming,” says White, “whereas when you look at things like cannabis use, since they are more likely to associate with people who are similar to them, they are likely to see that smoking cannabis relatively infrequently doesn’t have huge impact.”

In contrast, drug users with less education and wealth are more likely to be exposed to negative consequences of drug use. This is due in part to the fact that money itself can buy protection against the types of criminal involvement and disease that can affect poor drug users.

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“The likely mechanism is openness to experience,” White concludes, “and, I think, it’s also this idea of having an educated view of risk as well.” (Of course, American views about what consists of an “educated” perspective on drug risks have often clashed with those of the more relaxed position typically taken in Europe.)

The study didn’t look at the risk of addiction among those with high IQs because it wasn’t able to measure the frequency of drug use in participants. However, earlier research has found a connection between high IQ and greater risk of alcohol abuse and dependence.

That could potentially be linked to the boredom and social isolation experienced by many gifted children, the authors note. But since a link between IQ and drug use remains independent of psychological distress, that can’t be all that’s going on. “It rules out the argument that the only reason people take illegal drugs is to self medicate,” says White.

The research was published in the Journal of Epidemiology and Community Health.

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Maia Szalavitz is a health writer at TIME.com. Find her on Twitter at @maiasz. You can also continue the discussion on TIME Healthland’s Facebook page and on Twitter at @TIMEHealthland.