Innovation activity of small industrial enterprises substantially varies across Russian regions that makes relevant the search of distinctive features of innovative entrepreneurship in Russian regions in order to develop targeted support for small innovative enterprises and to create new job places in digital economy. Multidimensional clustering of Russian regions by the indicators of small industrial enterprises' innovation activity and its comparison with EU-27 are presented in the paper. The data of the form of the federal statistical survey N 2-MP innovation for 2017 and 2019 as well as the data of Community Innovation Survey (CIS) for 2018 are used in the analysis.Rather high indicators of small industrial enterprises' innovation activity and the most favorable conditions for this are typical for a small number of Russian regions. In the majority of Russian regions small industrial enterprises' innovation activity is lower than on average in Russia as well as in European countries. In these regions the expansion of small enterprises' access to external financial sources for innovation activity seems to be relevant. Besides, in the cluster with the lowest indicators of small industrial enterprises' innovation activity support measures promoting R&D among small enterprises are needed.