The exiled Tibetan spiritual leader said in an interview cultures of corruption are allowed to flourish when there is an overall lack of self discipline.
"According to moral principle you deliberately restrain from doing these things," he told Russia's RIA Novosti news service. "This is the only answer."
The Dalai Lama warned an emphasis on consumerism was not healthy for a society.
"I am quite sure that Russian millionaires who have a lot of money, deep inside feel some kind of anxiety, too much stress," he said. "Perhaps, they may drink vodka, day and night."
The Dalai Lama, speaking in India with RIA Novosti, expressed a desire to visit Russia, which has denied him a visa since 1994. RIA Novosti said it was likely Russia did not want to make waves with China by allowing him to visit.