The flamboyant French-born actor, who already owns several vineyards, declared: "I know more people like to drink wine than strong liquour, but vodka is a party drink."
"This will be my first venture into strong alcohol, and I hope it works," he told the Itar-Tass news agency on Monday, two weeks after revealing that he wanted to open his own restaurant - "Gérard" - in Moscow.
Depardieu is perhaps better known for his thirst for spirits than his expertise in making them.
He missed the premiere of his latest film, Welcome To New York, where he plays disgraced former IMF chief Dominique Strauss-Kahn, at the Edinburgh Film Festival last month after spending an evening sampling local whiskies and "attacking a haggis" on Scotland's Isle of Syke.
Depardieu, 65, also wants to open another restaurant serving Franco-Russian cuisine, as well as an arts centre, in Saransk, the capital of Mordovia, where he is now officially domiciled.
The bon vivant already owns a string of restaurants in France and Belgium.
Depardieu took Russian citizenship in 2013 after quitting France in protest at President François Hollande's now stalled plan to impose a 75 percent tax on the highest earners.