Rationale: Neighbourhood socio-economic deprivation is strongly related to health-risk behaviours, which are predictors of overall health and mortality. During the Covid-19 pandemic, individuals have been forced to spend more time within their residential areas, which might have had an effect on health-risk behaviours. Objective: We assess the consequences of living in a more or less deprived neighbourhood during the pandemic on individual behavioural changes in four health-related outcomes: smoking, drinking, physical activity and healthy eating. We hypothesise that the pandemic and related lock-downs had negative effects on health-related be-haviours, but that this negative effect had been stronger for people living in more deprived areas. We additionally explore sex and ethnicity as sources of heterogeneity in these effects.Methods: We use data from four nationally representative cohort studies in England. We perform longitudinal individual and neighbourhood fixed effects estimations focusing on comparing the pre-pandemic period with the first lockdown (May 2020) period and up to one year after the outbreak of the pandemic (March 2021). Results: During the first lockdown, as compared to pre-pandemic levels, on average, people smoked more, drunk more and did more physical activity. However, compared to people in less deprived neighbourhoods, people living in more deprived areas showed a smaller increase in their levels of physical activity, consumed less fruit and vegetables and increased the number of cigarettes smoked. We additionally find that the combined effect of Covid-19 and area deprivation varies significantly by both sex and ethnicity. Conclusion: Results add to evidence on the impact of the Covid-19 pandemic and associated lockdowns on health -risk behaviours, highlighting the relative contribution of the neighbourhood environment and individual char-acteristics. We argue that reducing levels of neighbourhood deprivation may contribute to positively influence behaviours, especially for some sub-groups of the population, leading to a reduction of social inequalities in health.