Increased Internet access opens a plethora of information sources and data types that consumers may utilise when making their own decisions. Besides, consumer power to influence other consumers’ decisions through publishing product reviews and opinions increases. At the same time, the digital marketplace poses a number of threats related to invasive marketing communications and consumer privacy. It emphasises the need for developing consumer competencies, required to be successfully involved in digital marketplace activities. This chapter aims to assess Russian consumers’ digital competencies in relation to information consumption, creation, and control and identify potential areas for development. We delineate five competencies: information seeking, comparison shopping, information creation, information protection, and information permission. The five information competencies are assessed on a sample of Russian online shoppers. The results demonstrate that information seeking competence is the most developed one, followed by comparison shopping, information protection, information permission, and information creation competencies, respectively. Consumers are further grouped into four segments based on their competence development level. The demographic and behavioural characteristics of each segment are examined. This chapter concludes with the managerial and public policy implications.