The goal of this review was to determine the direction of associations between SES and health behaviors during the period of adolescence. We searched the PsychInfo and Pubmed databases for studies that measured the association between SES and cigarette smoking, alcohol consumption, marijuana use, diet, and physical activity in adolescents between 10- and 21-years old. Associations between SES and health behaviors conformed to two patterns. First, low SES was associated with poorer diets, less physical activity, and greater cigarette smoking. Second, there was no clear pattern of associations between SES and alcohol consumption or marijuana use. Results from this review indicate that, although some associations between SES and health behaviors exist during adolescence, the associations are not as robust as those in adulthood. Efforts to curb poor diet, inactivity, and smoking behaviors should target low SES adolescents, whereas efforts to curb teen drinking and marijuana use may be useful across the SES spectrum.