Abstract Background Heroin and cocaine are among the most dangerous illicit drugs available and their presence on the market is increasing. These facts have led to the investigation of the quality of heroin and cocaine samples seized in Luxembourg by police and customs but also collected at the national supervised drug consumption facilities. Methods Samples obtained from 2019 to 2020 were analyzed to determine their composition and content using GC–MS, HPLC-UV and LC-Q-ToF. The statistical evaluation of concentration changes depending on the source of collection is based on an ANOVA single factor test and a two-tailed t test. Results Results showed important differences between seizure and collection sources. For both drugs, customs samples had significantly higher concentrations than police samples and the latter had significantly higher concentrations than samples from drug consumption facilities, whereas for heroin two cutting steps were identified, for cocaine samples only one appears to occur on the local market. Indeed, cocaine samples seized by police consisted of a mixture of low and high concentration samples. Conclusion The results show that extensive adulteration with pharmacological active and inactive compounds takes place at local levels, which, however, are different for heroin and cocaine. This knowledge on variability of quality of drugs should be considered in the elaboration of drug and harm prevention strategies.