There is evidence for the influence of socioeconomic status (SES) on healthy behaviours but the effect of social mobility (SM) is not yet well known. This study aims to analyse the influence of origin and destination SES (O-SES and D-SES) and SM on healthy behaviours and co-occurrence, from an integrated gender and age perspective. Data were obtained from the controls of MCC-Spain between 2008–2013 (3,606 participants). Healthy behaviours considered: healthy diet, moderate alcohol consumption, non-smoking and physical activity. SM was categorized as stable high, upward, stable medium, downward or stable low. Binary and multinomial logistic regression models were adjusted. Those aged <65, with a low O-SES, D-SES and stable low SM are less likely to have healthy behaviours in the case of both women (physically active: OR = 0.65 CI = 0.45–0.94, OR = 0.71 CI = 0.52–0.98, OR = 0.61 CI = 0.41–0.91) and men (non-smokers: OR = 0.44 CI = 0.26–0.76, OR = 0.54 CI = 0.35–0.83, OR = 0.41 CI 0.24–0.72; physically active: OR = 0.57 CI = 0.35–0.92, OR = 0.64 CI = 0.44–0.95, OR = 0.53 CI = 0.23–0.87). However, for those aged ≥65, this probability is higher in women with a low O-SES and D-SES (non-smoker: OR = 8.09 CI = 4.18–15.67, OR = 4.14 CI = 2.28–7.52; moderate alcohol consumption: OR = 3.00 CI = 1.45–6.24, OR = 2.83 CI = 1.49–5.37) and in men with a stable low SM (physically active: OR = 1.52 CI = 1.02–1.26). In the case of men, the same behaviour pattern is observed in those with a low O-SES as those with upward mobility, with a higher probability of co-occurring behaviours (three-to-four behaviours: OR = 2.00 CI = 1.22–3.29; OR = 3.13 CI = 1.31–7.48). The relationship of O-SES, D-SES and SM with healthy behaviours is complex and differs according to age and gender.