We evaluated tobacco use, physical activity, dietary intake and cardiovascular risk indicators (s-lipids, s-insulin, s-ferritin, anthropometric measurements, blood pressure, physical fitness) in healthy 14- and 17-year-old Swedish adolescents in relation to socio-economic status (SES) of their parents. Girls reported more smoking than boys (14-year-olds 10 and 3%, 17-year-olds 27 and 18%, girls and boys, respectively). Daily smoking was associated to low SES of the family, but was most strongly associated to smoking in peers (OR = 58.7). Tobacco use was considerably higher among adolescents attending vocational programs at secondary high school as compared with theoretical programs. Daily smokers had a more unfavourable serum lipid profile compared with non-smokers. Adolescents from families with a low educational level of the mother had a higher relative dietary fat intake. Boys and girls from families of low SES had higher body mass index (BMI), and girls, but not boys, also had lower physical fitness. Clustering of high BMI, low physical fitness and daily smoking was more pronounced in girls from families of low SES. In conclusion, our study shows that in both boys and girls low SES and educational level of the parents are related to an unfavourable cardiovascular risk profile in Swedish adolescents. Furthermore, smoking in adolescents is more related to smoking in peers than to smoking in parents, implying that preventive efforts should focus on peer groups.