Doumbia scored his first hat-trick for the club against Aarau on 4 October 2009, a 4–0 win, and netted another remarkable first-half hat-trick three weeks later in a 7–1 thrashing of Bellinzona on 29 October. On 13 February 2010, Doumbia proved vital in his club's 2–1 win against Lucerne as he netted two times in the first 17 minutes of the game. The Ivorian's final hat-trick in Swiss football came in a 4–0 thumping of Grasshopper on 20 March 2010.
On 5 January 2010, Russian club CSKA Moscow completed the transfer of Doumbia. Under the terms of the contract, he would stay at Young Boys until the end of the season before moving to Russia.
He made his debut in a 2–1 win over Spartak Moscow on 1 August 2010, thereby becoming the 200th CSKA player to appear in the Russian league.
On 19 August 2010, he scored his first goal for CSKA Moscow in the first leg of a Europa League playoff tie against Anorthosis Famagusta and added another goal seven minutes later. In the second leg, Doumbia leveled the score with 5 minutes to go and CSKA Moscow went on to win 2–1 (6–1 in aggregate). On 30 September, Doumbia scored goals either side of a Mark González penalty to earn his side a 3–0 victory over Sparta Prague to maintain the Russian's 100% record in Europa League Group F play. In the next matchday the Army Men travelled to the Stadio Renzo Barbera where Doumbia netted another brace in a 3–0 win over Palermo on 21 October.
His first goal of the league campaign came on 17 April in their third Premier League fixture when he latched on to a Tomáš Necid cross and pushed it by Rubin goalkeeper Sergey Ryzhikov; the away win pushed the Army Men up into first place in the table. In their Moscow derby against Dinamo on 8 May, Doumbia seemingly won the game with a strike in the 81' until a defensive error let Marko Lomic equalize the game at 2–2 in the 90'. In the final of the Russian Cup on 22 May 2011, Doumbia netted two times as CSKA defeated second-tier side Alania Vladikavkaz 2–1.
In CSKA's match against Tom Tomsk on 20 August 2011, Doumbia scored a second-half brace as the capital club eased to a 3–0 victory. On 14 September, he scored twice Champions League at Ligue 1 champions Lille, helping his side secure a 2–2 draw after falling behind 2–0. The Ivorian striker added two more goals as CSKA defeated Turkish side Trabzonspor 3–0 on 18 October, to record the Russians first victory in Group B play. Five days later, Doumbia scored two goals to power CSKA to victory in their enthralling 5–3 game against side Anzhi Makhachkala. In their following league game against Spartak Nalchik on 28 October, Doumbia scored a seven minute hat-trick to earn his side a 4–0 win after striker partner Vagner Love had put the hosts up 1–0 in the 34'. Doumbia opened the scoring against Internazionale on 7 December, guiding his side to a 2–1 away victory which secured a birth in the Round of 16 against Spanish club Real Madrid. On 29 December, Doumbia was voted the Russian Premier League Player of the Year after netting 24 goals in 30 league games during the calendar year as well as five Champions League goals in as many games.
On 19 March 2012, Doumbia scored a 63' goal against city rivals Spartak, earning his side a 2–1 victory. He scored his final goal of the league season from the penalty spot as CSKA defeated local rivals Lokomotiv 3–0 on 2 May. Doumbia won the Golden Boot as he netted 23 goals in the initial league campaign, seven more than closest rival Alexandr Kerzhakov, and added five more goals in the Championship Group as well as providing 11 assists throughout the season.