Abstract Background Socioeconomic status is a recognised determinant of health status, and the association may be mediated by unhealthy behaviours and psychosocial adversities, which, in developed countries, both aggregate in low socioeconomic sectors of the population. We explored the hypothesis that unhealthy behavioural choices and psychological distress do not both aggregate in low socioeconomic status groups in developing countries. Methods Our study is based on a cross-sectional comparison between national population samples of adults in England and Thailand. Psychological distress was assessed using the General Health Questionnaire (GHQ-12) or three anxiety-oriented items from the Kessler scale (K6). Socioeconomic status was assessed on the basis of occupational status. We computed a health-behaviour score using information about smoking, alcohol consumption, fruit and vegetable consumption, and physical activity. Results The final sample comprised 40,679 participants. In both countries and in both genders separately, there was a positive association between poor health-behaviour and high psychological distress, and between high psychological distress and low socioeconomic status. In contrast, the association between low socioeconomic status and poor health-behaviour was positive in both English men and women, flat in Thai men, and was negative in Thai women (likelihood ratio test P