Using the notion that gender is performed in daily life and through daily activities, I review some of the health behaviour literature which employs ideas about masculinity and femininity. I argue that recent theorising about both masculinities (Connell & Messerschmidt, 2005) and femininities (Schippers, 2007) can be extremely useful in this field. I consider two specific health behaviours in light of this theorising, namely healthy eating and drinking alcohol, and explore how and which versions of masculinities and femininities are played out, which are problematic, and what they mean for gender hegemony. I argue that across both areas (and across other health behaviours), there are three specific issues that are important and require further conceptual development and empirical work: (1) the relationality of gender; (2) masculinities and femininities as embodied; and (3) the local, contingent and intersectional nature of masculinities and femininities. This conceptual framework and the aspects of relationality, embodiment and intersectionality have important implications not only for understanding health behaviours, but for any social psychological work theorising identities and everyday social practice.