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Although socioeconomic status is a major contributing factor to health disparities, the mechanisms through which socioeconomic status influences health remain unclear. The purpose of the present study was to evaluate an a priori conceptual model of the pathways between socioeconomic status and modifiable health risk factors in a sample of 399 African Americans seeking smoking cessation treatment. A latent variable modeling approach was utilized to characterize the interrelationships among socioeconomic status, neighborhood disadvantage, social support, negative affect/perceived stress, and three specific modifiable risk factors (i.e., overweight/obesity, insufficient physical activity, at-risk drinking). Findings indicated that neighborhood disadvantage, social support, and negative affect/perceived stress function as pathways linking socioeconomic status and modifiable risk factors among African American smokers, and negative affect/perceived stress appears to play a key mediating role. Policy, community, and individual-level interventions may attenuate the impact of socioeconomic status on health by targeting intermediate psychosocial, environmental, and behavioral pathways.