This paper examines the role of behavioural and psychosocial risk and protective factors in explaining social inequalities in the general self-assessed health of women. Using path analysis, data from the Health Survey for England (1993) are used to demonstrate how different dimensions of social position (working conditions, general social advantage and material deprivation) have distinct pathways to ill-health. Smoking, diet, alcohol consumption, exercise, social support and job strain were all related to poorer health, but not always in the predicted direction. The effects of social position on health were not fully mediated through these risk and protective factors. Each dimension of social position had unique pathways to ill-health via other unidentified mechanisms. Furthermore, the salience of the three dimensions of social position differed according to the level of labour market attachment. Different path models are required to fit the data for women at home or in full-time or part-time work.