Delayed CD4 recovery after initiating antiretroviral therapy (ART) is a novel potential mechanism by which alcohol consumption leads to increased morbidity and mortality in people with HIV. We hypothesized that alcohol consumption at ART initiation is associated with slower CD4 recovery. We retrospectively analyzed 2 pooled longitudinal alcohol/HIV cohorts (2014-2019) in St. Petersburg, Russia. Eligible participants initiated the first ART during parent studies; had alcohol consumption assessed by the blood biomarker, phosphatidylethanol (PEth), at the last research visit before ART initiation; and had ≥1 CD4 count measurement before and after initiating ART. Participants were stratified by low, moderate, and high PEth (<8, 8-80, and >80 ng/mL, respectively). We used random-effects piecewise linear regression models to estimate CD4 recovery, defined as CD4 count change per 30 days after ART initiation, by the alcohol group. Of 60 eligible participants, median age was 34 years and 28% were female. The median pre-ART PEth in the low, moderate, and high PEth groups were <8, 23, and 232 ng/mL, respectively. After starting ART, the CD4 count increased by 13.60 cells/mm3/mo (95% CI: 0.33 to 26.87) with low PEth, 0.93 cells/mm3/mo (95% CI: -6.18 to 8.04) with moderate PEth, and 2.33 cells/mm3/mo (95% CI: -3.44 to 8.09) with high PEth. Among Russians with HIV, we observed faster CD4 recovery after ART initiation in those with low alcohol consumption compared with those with moderate and high alcohol consumption, as assessed by PEth. This analysis provides further evidence for the possible value of alcohol reduction interventions for people with HIV who are initiating ART.