If the doctor seems trustworthy then be open about it. Otherwise find one who is. Doctors already deal with patients who smoke or drink heavily so this is nothing new.
I have a regular doctor through the online weight loss service I'm using, and it's helpful to have someone available for questions and to arrange blood tests. Since I'm moving to gray options, should I keep the service going or just stop and ignore the prescriptions they issue? Would the doctor check whether I'm actually filling them, and would it matter if he noticed?