The liquor was added to the animals' water buckets as they began to feel the chill of temperatures as low as minus 30 degrees Celsius, trainer Andrei Kornilov told Gazeta newspaper.
"This is crisis weather for our animals. It is a climactic shock. We are warming them up with alcohol," he said at the Around the World circus in the city of Yaroslavl, 250 kilometres northeast of Moscow.
The tipple comprising a bottle of Russia's national drink stirred into a bucket of iced water had a rapid and sometimes unpredictable effect, he said.
"Yesterday we gave one of the elephants a bucket and the circus lost its heater, the elephant just tore it off."
And elephants aren't the only animals in high spirits.
Zookeepers took a similar approach, with some monkey magic, in the town of Lipetsk, south of Moscow.
Their macaque monkeys are being kept warm with sweet wine taken three times per day.