This study aimed to investigate differences in health behaviors as a function of gender and sexual orientation in the ELSA-Brasil cohort. Data were collected using a multidimensional questionnaire on health-related behaviors. The sample consisted of 10,314 participants, each of whom was in a stable relationship. Individuals in same-sex relationships were more likely to smoke, to spend more of their leisure-time in front of a screen and to sleep longer. When the behaviors were analyzed as a function of sexual orientation and gender, women in heterosexual relationships were less likely to smoke or to drink in excess, got more hours of sleep and spent less leisure time in front of a screen. On the other hand, they were less likely to exercise. These findings should contribute towards preventing chronic diseases and promoting health in people with different sexual orientations in Brazil and in other similar settings.