This study aims to examine social class differences in smoking, heavy drinking, unhealthy food habits, physical inactivity and obesity, and work-related psychosocial factors as explanations for these differences. This is done by comparing employee cohorts from Britain, Finland and Japan. Social class differences in health behaviours are found in the two western European countries, but not in Japan. The studied psychosocial factors related to work, work-family interface and social relationships did not explain the found class differences in health behaviours.