Injection drug users (IDUs) are at risk for HIV and viral hepatitis, and risky injection behavior persists despite decades of intervention. Cognitive behavioral theories (CBT) are commonly used to help understand risky injection behavior. We review findings from CBT-based studies of injection risk behavior among IDUs. An extensive literature search was conducted in Spring 2007. In total 33 studies were reviewed—26 epidemiological and 7 intervention studies. Findings suggest that some theoretical constructs have received fairly consistent support (e.g., self-efficacy, social norms), while others have yielded inconsistent or null results (e.g., perceived susceptibility, knowledge, behavioral intentions, perceived barriers, perceived benefits, response efficacy, perceived severity). We offer some possible explanations for these inconsistent findings, including differences in theoretical constructs and measures across studies and a need to examine the environmental structures that influence risky behaviors. Greater integration of CBT with a risk environment perspective may yield more conclusive findings and more effective interventions in the future.