Background Worldwide, some prisoners consume illicit drugs while in prison. There is now some recognition of risk factors for this among male but not female prisoners. Aim The aim was to identify variables associated with drug use by women in prison after conviction for violent crimes. Method Data were obtained from 315 women serving a sentence for robbery or homicide in the Penitentiary of Sant'Ana, São Paulo State, Brazil. Mainly self‐report assessments of alcohol and drug misuse, sexual and general impulsiveness, depression, and psychosocial and criminological features were completed. Data were analysed using descriptive statistics and multivariate logistic regression. Results Thirty‐five (11%) women reported illicit drug use in prison. Younger age, history of childhood sexual abuse, having committed robbery (rather than homicide), earlier onset of criminal activities, higher scores on sexual impulsiveness, drug‐related problems prior to incarceration and having same‐sex relationships inside prison were associated with a higher risk of using drugs in prison. In a multiple logistic regression, only prior drug history and having same‐sex relationships in prison were independently associated with in‐prison drug use. Conclusions Illicit drug use in prison impairs rehabilitative goals. Identification of risk factors for this can help to recognise people with high treatment needs. We found that in‐prison drug users seemed to be an exceptionally needy group, likely to have more wide ranging historical problems than their similar offending peers. It is essential to check for history of drug use outside prison. The strong association with active sexual behaviour in the prison highlighted another area of vulnerability, requiring sensitive in‐prison attention to safeguard these women. Further research to understand the reasons for this relationship is recommended. Copyright © 2013 John Wiley & Sons, Ltd.