The relationship between socioeconomic status and health is dynamic and evolves throughout the adult life course. However, relatively little empirical attention has been directed to the role of health affecting lifestyle choices in explaining these dynamics. Using Norwegian repeated cross-section data from the period 1997–2009, this study explores how the income and education gradients in physical activity, the consumption of fruits and vegetables, cigarette smoking and self-assessed health evolve over the age range 25–79 years. The findings indicate that while the education gradients in physical activity and the consumption of fruits and vegetables remain relatively stable throughout the adult life course, the education gradient in smoking is clearly decreasing in age. Further, with the exception of the income gradient in physical activity among females, the income gradients in lifestyles are generally concave in age and slightly decreasing in older age. However, the role of lifestyles in moderating the relationship between income and self-assessed health appears modest. This result partly reflects that while the income gradients in lifestyles decrease substantially once we control for education, the reverse is not true. Overall, while income and education differences in lifestyles should generally contribute to cumulative advantage effects in health by socioeconomic status over the adult life course, our results provide some evidence of increased health consciousness and associated lifestyle improvements in age among lower socioeconomic status groups. This could potentially contribute to reducing cumulative advantage effects in health by socioeconomic status at older ages.