Substance use disorders (SUDs) are common and costly conditions that are partially attributable to genetic factors. In light of immune system influences on neural and behavioral aspects of addiction, the present study evaluated the influence of genes involved in the human immune response, human leukocyte antigen (HLA), on SUDs. We used an immunogenetic epidemiological approach to evaluate associations between the population frequencies of 127 HLA alleles and the population prevalences of six SUDs (alcohol, amphetamine, cannabis, cocaine, opioid, and “other” dependence) in 14 countries of Continental Western Europe to identify immunogenetic profiles of each SUD and evaluate their associations. The findings revealed two primary groupings of SUDs based on their immunogenetic profiles: one group comprised cannabis and cocaine, whereas the other group comprised alcohol, amphetamines, opioids, and “other” dependence. Since each individual possesses 12 HLA alleles, the population HLA-SUD scores were subsequently used to estimate individual risk for each SUD. Overall, the findings highlight similarities and differences in immunogenetic profiles of SUDs that may influence the prevalence and co-occurrence of problematic SUDs and may contribute to assessment of SUD risk of an individual on the basis of their HLA genetic makeup.