Socio economic inequalities in adult health behaviour are consistently observed. Despite a well-documented pattern, social determinants of variations in health behaviour have not been sufficiently clarified. This article therefore presents sociological pathways to explain the existing inequalities in health behaviour. At a micro level, control beliefs have been part of several behavioural theories. We suggest that these beliefs might bridge the gap between sociology and psychology by emphasising their roots in fundamental socio-economic environments. At a meso level, social networks and support have not been explicitly considered as behavioural determinants. This contribution states that these social factors influence health behaviour while being unequally distributed across society. At a macro level, characteristics of the neighbourhood environment influence health behaviour of its residents above and beyond their individual background. Providing further opportunity for policy makers, it is shown that peer and school context equalise inequalities in risky behaviour in adolescence. As a conclusion, factors such as control expectations, social networks, neighbourhood characteristics, and school context should be included as strategies to improve health behaviour in socially disadvantaged people.