Differences in morbidity and mortality between socioeconomic groups constitute one of the most consistent findings of epidemiologic research. However, research on social inequalities in health has yet to provide a comprehensive understanding of the mechanisms underlying this association. In recent analysis, we showed health behaviours, assessed longitudinally over the follow-up, to explain a major proportion of the association of socioeconomic status (SES) with mortality in the British Whitehall II study. However, whether health behaviours are equally important mediators of the SES-mortality association in different cultural settings remains unknown. In the present paper, we examine this issue in Whitehall II and another prospective European cohort, the French GAZEL study.