This study compares health-risk behaviours (including the co-occurrence of health-risk behaviours) of residents in the deprived neighbourhoods with those of the general population of Denmark. It also examines associations between sociodemographic and socioeconomic characteristics and health-risk behaviours in deprived neighbourhoods in Denmark. Even after adjustment for socioeconomic characteristics there were large differences in health-risk behaviours between residents in deprived neighbourhoods and the general population. In the deprived neighbourhoods large sociodemographic and socioeconomic differences in health-risk behaviours were found among the residents. Our findings highlight the need for health promotion programmes targeting residents in deprived neighbourhoods.