National estimates suggest that the prevalence of tobacco and alcohol use is higher among adolescents in Russia than among adolescents in the United States and other European countries. However, research on the psychosocial correlates of, as well as protective factors for, tobacco and alcohol use among Russian adolescents has been relatively limited. Research conducted primarily in the United States has shown that spirituality and health-as-a-value are plausible predictors of adolescent substance use. However, these constructs have not been extensively studied in regions outside the United States. In this study, we tested whether spirituality and heath-as-a-value had protective effects on past-month cigarette and alcohol use behaviors and next-year cigarette and alcohol use intentions among Russian high school students (N = 354, mean age = 15.7 years), after controlling for known predictors of adolescent substance use such as age, gender, socioeconomic status, peer substance use, and sensation seeking. We found a significant inverse relationship between health-as-a-value and recent cigarette and alcohol use as well as future cigarette use intentions. However, we did not find a significant relationship between spirituality and any substance use variables. Implications of these findings for school-based substance use prevention are discussed.