BACKGROUND: The adoption of healthier behaviours has been hypothesised as a mechanism to explain empirical findings of population health improvements during some economic downturns. METHODS: We estimated the effect of the local unemployment rate on health behaviours using pooled annual surveys from the 2003-2010 Behavioral Risk Factor Surveillance Surveys, as well as population-based telephone surveys of the US adult general population. Analyses were based on approximately 1 million respondents aged 25 years or older living in 90 Metropolitan Statistical Areas and Metropolitan Divisions (MMSAs). The primary exposure was the quarterly MMSA-specific unemployment rate. Outcomes included alcohol consumption, smoking status, attempts to quit smoking, body mass index, overweight/obesity and past-month physical activity or exercise. RESULTS: The average unemployment rate across MMSAs increased from a low of 4.5% in 2007 to a high of 9.3% in 2010. In multivariable models accounting for individual-level sociodemographic characteristics and MMSA and quarter fixed effects, a one percentage-point increase in the unemployment rate was associated with 0.15 (95% CI -0.31 to 0.01) fewer drinks consumed in the past month and a 0.14 (95% CI -0.28 to 0.00) percentage-point decrease in the prevalence of past-month heavy drinking; these effects were driven primarily by men. Changes in the unemployment rate were not consistently associated with other health behaviours. Although individual-level unemployment status was associated with higher levels of alcohol consumption, smoking and obesity, the MMSA-level effects of the recession were largely invariant across employment groups. CONCLUSIONS: Our results do not support the hypothesis that health behaviours mediate the effects of local-area economic conditions on mortality.