We compared the prevalence of of non-injecting drug use (NIDU) and Self-Rated Health (SRH) among individuals self-reporting as HIV-positive (PLWHA), HIV-negative and unknown at the III Brazilian Household Survey on Substance Use. Overall, 16,273 individuals, 12–65 years old, were interviewed in 2015. Prevalence and Standard Error (SE) were estimated considering the complex sample design and weight calibration. Chi-square tests with Rao-Scott adjustment were used to test independence between NIDU, SRH and HIV status. PLWHA presented higher frequencies of 12-month use for most substances than those reporting to be HIV-negative: alcohol use prevalence was 49.5% (SE 12.8) vs. 43.1% (SE 0.7), p = 0.34; tobacco 45.3% (SE 12.7) vs. 15.3% (SE 0.4), p < 0.01; amphetamines 1.7% (SE 1.7) vs. 0.3% (SE 0.1), p = 0.51; cannabis 10.5%(SE 6.7) vs. 2.5%(0.2), p = 0.06; powder cocaine 3.6% (SE 3.0) vs. 0.9% (SE 0.1), p = 0.45; crack-cocaine 5.3% (SE 3.2) vs. 0.3% (SE 0.1), p < 0.01; inhalants 3.6% (SE 3.0) vs. 0.2% (SE 0), p = 0.03; ketamine 1.7% (SE 1.7) vs. 0.1% (SE 0), p = 0.23; and opioids 1.7% (SE 1.7) vs. 1.4% (SE 0.2), p = 0.93. PLWHA also reported worse SRH. Our results and the scarcity of integrated substance use and HIV treatments call for innovative, cost-effective approaches to tackle these public health challenges.