This paper investigates the role of lifestyles (smoking, drinking and obesity) and working conditions (physical hazards, no support from colleagues, job worries and repetitive work) on health. Three alternative systems of simultaneous multivariate probit equations are estimated, one for each health measure: an indicator of self-assessed health, an indicator of physical health, an indicator of work-related mental health problems, using Danish data for 2000 and 2005. We find that while lifestyles are significant determinants of self-assessed health, they play a minor role for our indicators of physical health and mental health. The effect of lifestyles seems to be dominated by the effect of adverse working conditions, which significantly worsen health. This result is robust for all health dimensions considered.