Like all good novels, The Great Gatsby contains elements of mystery. This is the case with Jay Gatsby's fortune. He throws elaborate parties and impresses everyone, but no one really knows where this man came from and how he made his money. What makes Gatsby's wealth even more elusive is that he never says how he made his money. When someone asked him, he simply said that was his business. Here is the text:
I think he hardly knew what he was saying, for when I asked him what business he was in he answered ‘That’s my affair,’ before he realized that it wasn’t the appropriate reply.
That said the book implies that Gatsby made his fortune in an unsavory way.
At one part of the book, people believe that Gatsby made his money from bootlegging, that is, the sale of alcohol. This might sound odd, but from an historical point of view, the sale of alcohol was profitable, owing to the prohibition movement. From this perspective, the sale of alcohol is tantamount to the sale of drugs today.
More concretely, Daisy tells Tom that Gatsby owned a chain of drug stores. It was presumably here that Gatsby distributed alcohol.