Socioeconomic status (SES) is associated with many health issues and health-compromising behaviour (HCB). Most research is based on objective indicators of SES, even though subjective SES, someone’s perception of their social standing, is also related to health. Moreover, perceptions of health and HCB might also be of importance. Therefore, this study examined the relationship between both objective and subjective SES and perceived health and HCB respectively, and the role of perceptions of HCB. 326 respondents completed measures of objective and subjective SES, perceived health, HCB and perceptions of HCB. Results showed objective and subjective SES were related to perceived health. Only subjective SES was related to HCB, while for objective SES a moderating effect of perceiving HCB as typically high or low SES was found. Not only objective SES, but especially perceptions of SES and HCB are associated with someone feeling healthy and engaging in HCB. Health interventions should try to tackle perceptions of SES and HCB, either by invalidating current SES related perceptions or by emphasizing new healthy perceptions.