The study claims that tranquilisers or sedatives are the only type of drug taken more frequently by women than men.
In addition, a third of women who trying taking painkillers without a doctor's consent go on to become regular users, whereas in general relatively few get hooked on illegal substances such as cannabis.
The findings are made in the World Drug Report 2012, published by the United Nations Office on Drugs and Crime on Tuesday.
It states: "Global figures for the non-medical use of prescription drugs other than opioids and amphetamines are not available.
"Nevertheless, this is reportedly a growing health problem, with prevalence rates higher than for numerous controlled substances in many countries.
"And while illicit drug use among males in general greatly exceeds that among females, the non-medical use of tranquilisers and sedatives among females, in those countries where data are available (in South America, Central America and Europe), is a notable exception to the rule (and exceeds the use of cannabis)."
The study states that "illicit use" of prescription drugs is an "alarming pattern among females" and cites figures for 2005-10 that show across 14 European countries, 13 per cent of women had ever tried tranquilisers or sedatives, compared with 7.9 per cent of men.
When asked about more recent use, 4.2 per cent of women said they had used prescription drugs in the past month - compared with just 1.6 per cent who had taken cannabis.
The report also mentions a survey of students in Europe that found 8 per cent of girls had ever tried tranquilisers or sedatives without a prescription, compared with 5 per cent of boys.
And while in general most people try illegal drugs when young and grow out of the habit, the "rate of attrition" for sedatives is far lower.
"More than one-third of females who have tried tranquilisers and sedatives once (lifetime users) become regular (monthly) users, whereas in general less than 10 per cent of female lifetime drug users develop into regular (monthly) users of other drugs."
The UN report also said that global use of drugs is holding back development in some countries as well as killing 200,000 a year, "shattering families and bringing misery to thousands of other people".
It found that opium production in Afghanistan increased by 61 per cent in 2011 while high prices are leading farmers across south east Asia to start growing poppies.
Cannabis remains the world's most widely used illicit substance, with up to 224m users, with the herbal form of the drug now more popular than resin in most European countries.