Background: The use of illicit substances is correlated, meaning that individuals who use one illicit substance are more likely to also use another illicit substance. This association could (partly) be explained by overlapping genetic factors. Genetic overlap may indicate a common underlying genetic predisposition, or can be the result of a causal association. Methods: Polygenic scores for lifetime cannabis use were generated in a sample of Dutch participants (N = 8348). We tested the association of a PGS for cannabis use with ecstasy, stimulants and a broad category of illicit drug use. To explore the nature of the relationship: (1) these analyses were repeated separately in cannabis users and non-users and (2) monozogytic twin pairs discordant for cannabis use were compared on their drug use. Results: The lifetime prevalence was 24.8 % for cannabis, 6.2 % for ecstasy, 6.5 % for stimulants and 7.1 % for any illicit drug use. Significant, positive associations were found between PGS for cannabis use with ecstasy use, stimulants and any illicit drug use. These associations seemed to be stronger in cannabis users compared to non-users for both ecstasy and stimulant use, but only in people born after 1968 and not significant after correction for multiple testing. The discordant twin pair analyses suggested that cannabis use could play a causal role in drug use. Conclusions: The genetic liability underlying cannabis use significantly explained variability in ecstasy, stimulant and any illicit drug use. Further research should further explore the underlying mechanism to understand the nature of the association.