Cannabis and heavy alcohol use potentially increase HIV transmission by increasing risky drug behaviors. We studied 404 subjects entering treatment for heroin dependence, in St. Petersburg, Russia. We used the HIV Risk Assessment Battery (RAB) drug subscale to measure risky drug behavior. Although all heavy alcohol users had risky drug behaviors, their drug RAB scores did not differ from non-heavy alcohol users in unadjusted or adjusted analyses. Cannabis use was significantly associated with drug RAB scores in unadjusted analyses (mean difference 1.7 points) and analyses adjusted for age, sex, and employment (mean difference 1.3 points). When also adjusting for stimulant use, the impact of cannabis use was attenuated and no longer statistically significant (mean difference 1.1 points). Because of the central role of risky drug behaviors in the Russian HIV epidemic, it is important to understand how the use of multiple substances, including cannabis and alcohol, impacts risky drug behaviors.