A higher prevalence of unhealthy behaviours in lower socioeconomic groups contributes to socioeconomic inequalities in mortality. Recent cohort studies suggest that the contribution of health behaviours to socioeconomic inequalities in mortality is larger when measured repeatedly over time (‘time-varying’) instead of once only (‘time-fixed’). Explanations for a larger contribution of health behaviours, however, are hardly discussed in the current literature, and appear to be more complex than a widening of inequalities in health behaviours over time alone. We describe the use of time-varying health behaviours to examine socioeconomic inequalities in mortality, systematically listing underlying mechanisms that may cause differences between time-varying and time-fixed models, and show that these mechanisms may be specific for each health behaviour. The use of time-varying health behaviours advances our understanding of the explanation of socioeconomic inequalities in mortality, but underlying mechanisms must be carefully examined.