This paper examines the relationship between psychological distress, gender, and health lifestyles in Belarus, Kazakhstan, Russia, and Ukraine. These countries have been subjected to highly stressful and extensive social change associated with the transition out of communism. Data were collected by face-to-face interviews (n = 10,406) in November 2001. Distress was measured by 12 psychological distress symptoms. Health lifestyles focused on measures of alcohol consumption, smoking and diet. We found that females carried a much heavier burden of psychological distress than males, but this distress did not translate into greater alcohol consumption and smoking for these women or for men. The greatest influence of distress on health lifestyle practices was on daily diets in that both less distressed females and males consumed a more balanced diet than more distressed persons. Our findings suggest that it is the normative demands of a particular lifestyle, rather than distress, that principally shapes the pattern of heavy male drinking. This is an important finding as some sources indicate heavy drinking is largely responsible for the health crisis in the former socialist states.