Substance abuse is a public health priority in the context of the HIV epidemic, especially in military communities. This cross-sectional study quantified alcohol and cannabis use in the Malawi Defence Force and investigated its associations with condom use, transactional sex, multiple sexual partners, and sexual violence. Participants were 944 male and female service members ≥ 18 years old. Data were collected in 2013 using a computer-assisted self-interview. Twenty-four percent of men and women screened positive for hazardous and harmful drinking [Alcohol Use Disorders Identification Test (AUDIT) score ≥ 8]. About 6% reported using cannabis in the past year and 10% reported using cannabis prior to 1 year ago. Multivariable models found elevated adjusted odds of transactional sex and multiple sexual partners for men with an AUDIT score ≥ 8, and men who reported ever using cannabis. The adjusted odds of experiencing sexual violence were also elevated for men who reported ever using cannabis. These findings add to the growing concern that substance use may perpetuate the HIV epidemic in Sub-Saharan Africa by increasing risky sexual behaviors. A comprehensive military HIV prevention response should include substance use education and appropriate care and treatment for individuals screening positive for hazardous and harmful drinking.