The objective of this study was to investigate the demographic distribution of selected health-related behaviors and their relationship with different indicators of well-being. The data come from Wave 1 of the youth panel of Understanding Society household panel study. The Strengths and Difficulties Questionnaire (SDQ) measured socio-emotional difficulties. Markers of happiness in different life domains were combined to assess levels of happiness. Generally, younger youth participated in more health-protective behaviors, while older youth reported more health-risk behaviors. Higher consumption of fruit and vegetables and greater participation in sport were associated with higher odds of high happiness. Healthier eating was associated with lower odds of socio-emotional difficulties, while increased fast food consumption was associated with higher odds of socio-emotional difficulties. Smoking, drinking, and decreased sport participation were all associated with socio-emotional difficulties. Health-protective behaviors were associated with happiness, while health-risk behaviors were associated with socio-emotional difficulties.