OBJECTIVE: To estimate the co-occurrence of the major risk factors for chronic diseases in adults (18-59 years old) and older people (≥ 60 years old) living in Brazilian state capitals and the Federal District. METHODS: Cross-sectional study with population-based data from 35,448 adults and 18,726 older people collected in the Sistema de Vigilância de Fatores de Risco e Proteção para Doenças Crônicas por Inquérito Telefônico (System of Surveillance of Risk and Protective Factors for Chronic Diseases by Telephone Survey – Vigitel) in 2015. The prevalence of each of the five risk factors (smoking, overweight, physical inactivity, alcohol and unhealthy diet) was estimated, as well as their co-occurrence for the different possible combinations, according to socioeconomic and health self-assessment variables. The independent associations were verified via multinomial logistic regression to obtain the estimates of the odds ratio (OR) and corresponding 95% confidence intervals. RESULTS: At least two risk factors were present in 38.5% of the adults and 37.0% of the older participants. The male adults and older participants who did not have private health insurance and classified their health as average or poor/very poor were more likely to have two or more concurrent risk behaviors. The greater chance of co-occurrence of smoking and alcohol abuse in adults (adjusted OR = 3.52) and older people (adjusted OR = 2.94) stands out. CONCLUSIONS: The subgroups with increased risk of developing multiple unhealthy behaviors and the most prevalent behaviors were identified. These findings are expected to contribute to the better targeting of health promotion and preventive care. It is worth noting that, for the adoption of healthy lifestyle habits, macro-social and inter-sectoral policies are more effective.