The objective of this study is to determine whether cannabis influences BDNF levels in patients with psychosis (FEP) and healthy volunteers (HV) to help understand the role of BDNF in psychosis. We assessed the association between BDNF and cannabis in a cohort of FEP antipsychotic-naïve patients and HV, whilst controlling for other potential confounding factors. 70 FEP drug-naive patients and 57 HV were recruited. A sociodemographic variable collection, structured clinical interview, weight and height measurement, substance use determination, and blood collection to determine BDNF levels by ELISA analysis were done. In FEP patients, cannabis use was associated with BDNF levels (high cannabis use was associated with lower BDNF levels). Moreover, cannabis use was statistically significantly associated with age (high use of cannabis was associated with younger age). In HV, no relationship between cannabis use and BDNF levels was observed. Otherwise, cannabis use was significantly associated with tobacco use, so that high cannabis users were also high tobacco users. This study showed a different association between cannabis use and BDNF levels in FEP patients compared with HV, particularly, with high doses of cannabis. These findings may help understand the deleterious effects of cannabis in some vulnerable individuals, as well as discrepancies in the literature.