Non-prescribed substance use (NPSU) during the treatment of opioid use disorder (OUD) is a recognized phenomenon. The use of non-prescribed substances is associated with discontinuing treatment and drop-out can occur within the early weeks of treatment, before benefit from treatment occurs. Recent developments in treatment include long-acting, slow-release depot buprenorphine injections. This article focuses on NPSU during the first month of treatment with depot buprenorphine, addressing the frequency with which it occurs, the substances used, and reasons for use. 70 semi-structured interviews (held at three time-points) were conducted with 26 patients initiating depot buprenorphine as part of a longitudinal qualitative study. Analysis prioritized content and framework analyses. 17/26 participants self-reported NPSU at various times during the first month of treatment. NPSU typically involved heroin, crack-cocaine and some use of benzodiazepines and/or cannabis. Participants' reasons for heroin use were connected to their subjective accounts of opioid withdrawal symptoms, the management of pain, and experimentation (to test the blockade effect of buprenorphine). Frequency of heroin use was typically episodic rather than sustained. Participants associated crack-cocaine use with stimulant-craving and social connections, and considered their use of this substance to be difficult to manage. Patients' initial engagement with treatment for OUD is rarely examined in qualitative research. This study highlights how NPSU amongst patients receiving new forms of such treatment continues to be a challenge. As such, shared decision-making (between providers and patients) regarding treatment goals and NPSU should be central to the delivery of depot buprenorphine treatment programmes.