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Health behaviors may contribute to socioeconomic inequalities in mortality, although the extent of such contribution remains unclear. We assessed the extent to which smoking, alcohol consumption, and physical inactivity have mediated the association between socioeconomic status (SES) and all-cause mortality in a representative sample of US adults.Initiated in 1992, the Health and Retirement Study is a longitudinal, biennial survey of a national sample of US adults born between 1931 and 1941. Our analyses are based on a sample of 8037 participants enrolled in 1992 and followed for all-cause mortality from 1998 through 2008. We used exploratory and confirmatory factor analysis to derive a measure of adult SES based on respondents’ education, occupation, labor force status, household income, and household wealth. Potential mediators (smoking, alcohol consumption, and physical inactivity) were assessed biennially. We used inverse probability–weighted mediation models to account for time-varying covariates.During the 10-year mortality follow-up, 859 (10%) participants died. After accounting for age, sex, and baseline confounders, being in the most-disadvantaged quartile of SES compared with the least disadvantaged was associated with a mortality risk ratio of 2.84 (95% confidence interval = 2.25–3.60). Together, smoking, alcohol consumption, and physical inactivity explained 68% (35–104%) of this association, leaving a risk ratio of 1.59 (1.03–2.45) for low SES.The distribution of health-damaging behaviors may explain a substantial proportion of excess mortality associated with low SES in the United States, suggesting the importance of social inequalities in unhealthy behaviors.