Recent work emphasizes a “natural alliance” of stress and life course perspectives with both childhood and adult stress exposure having consequences over the life course. Research in this tradition is primarily concerned with mental and physical health outcomes and views health behaviour as a possible mechanism linking stress to health. This chapter emphasizes the importance of merging stress and life course perspectives to elaborate on the impact of stress on health behaviour. Stress may lead to coping responses that involve health behaviours (e.g., smoking, drinking, or eating excessively) and the impact of stress on health behaviour may vary in magnitude, or even direction, at different points in the life course. We develop a theoretically driven model to guide research on stress and health behaviour over the life course and present growth curve results from national data to test some of the theoretical premises.