Digital transformation of the economy and society and high potential of digital innovations for solving sustainable development problems is of high priority. The research aim is to analyze digital innovations in the context of sustainable use of natural resources and energy saving. The main methods include content analysis of literary sources, analytical; statistical, comparative analysis and data grouping method. The authors clarified the concept of sustainable use of natural resources and supplemented the economic criterion of sustainable use of natural resources by environmental and social ones. The most promising digital innovations are the following ones: artificial intelligence, big data processing technologies, the Internet of Things, computer modeling and machine learning, blockchain technologies. The authors specified opportunities in the field of sustainable use of natural resources and energy saving. The analysis of statistical information made it possible to identify a trend of increasing costs for digital technologies and determine sectors and types of activity in the Russian economy that are the main beneficiaries. Digital innovations gave the greatest effect for Russian enterprises in solving the problem of waste disposal and increasing energy efficiency. The work summarized the main risks of implementing digital innovations: employees, social and economic risks. It is concluded that the marginal revenue from digital innovations exceeds the marginal costs.