Perceived control is a personality characteristic that contributes to well-being, but few studies have attempted to integrate the functions of perceived control with those of other determinants of health. This research tested two hypotheses about the functions of perceived control: (a) individual differences in perceived control would account for socioeconomic differences in self-rated health status; (b) performance of health-related behaviors would account for the health benefits of perceived control. Using data from adult, nonproxy respondents in the National Population Health Survey of Canada (1995; n = 11, 110), confirmatory factor analysis supported a measurement model of self-rated health status composed of two correlated factors: physical health (i.e., chronic conditions. restricted activities, self-rated general health, physical functional capacity) and mental health (i.e., distress, depression). Structural equation modeling supported the first hypothesis, but not the second, regarding perceived control as a determinant of self-rated physical and mental health. Health-related behaviors partially mediated age differences in self-rated health, but different behaviors functioned in this way for men than for women. The findings suggest that psychological process, that of perceiving control over life events, underlies social inequality in health. Health-related behaviors appear not to serve as the primary mechanism through which perceived control influences health.