•Socioeconomic status (SES) disparities in health are partly attributable to SES differences in health behaviours.•We examined SES differences in health behaviours.•We reviewed biopsychological pathways that contribute to this.•We discussed how biopsychological systems enable adaptive regulatory shifts.•We discussed these processes within an adaptative evolutionary framework. The purpose of this article was to explore how individuals’ position in a socioeconomic hierarchy is related to health behaviours that are related to socioeconomic disparities in health. We identified research which shows that: (a) low socioeconomic status (SES) is associated with living in harsh environments, (b) harsh environments are related to increased levels of stress and inflammation, (c) stress and inflammation impact neural systems involved in self-control by sensitising the impulsive system and desensitising the reflective system, (d) the effects are inflated valuations of small immediate rewards and deflated valuations of larger delayed rewards, (e) these effects are observed as increased delay discounting, and (f) delay discounting is positively associated with practicing more unhealthy behaviours. The results are discussed within an adaptive evolutionary framework which lays out how the stress response system, and its interaction with the immune system and brain systems for decision-making and behaviours, provides the biopsychological mechanisms and regulatory shifts that make widespread conditional adaptability possible. Consequences for policy work, interventions, and future research are discussed.