Background: Unemployment is associated with a high prevalence of risky health behaviors. Mortality increases with the number of co-occurring risky behaviors but whether these behaviors co-occur with a greater than expected frequency (clustering) among unemployed people is not known. Methods: Differences according to unemployment status in co-occurrence and clustering of smoking, alcohol abuse, low leisure-time physical activity and unhealthy diet (marked by low fruit and vegetable intake) were assessed in 65,630 salaried workers, aged 18 to 65, who were participants in Constances, a French population-based cohort. Among them, 4573 (7.0%) were unemployed without (n = 3160, 4.8%) or with (n = 1413, 2.1%) past experience of unemployment. Results: Compared to the employed, unemployed participants without or with past experience of unemployment were similarly overexposed to each risky behavior (sex and age adjusted odds-ratios ranging from 1.38 to 2.19) except for low physical activity, resulting in higher rates of co-occurrence of two, three and four behaviors (relative risk ratios, RRR 1.20 to 3.74). Association between behavior co-occurrence and unemployment did not vary across gender, partnership status or income category. Risky behavior clustering, i.e., higher than expected co-occurrence rates based on the prevalence of each behavior, was similar across unemployment status. The same observations can be made in employed participants with past experience of unemployment, although overexposure to risky behaviors (ORs 1.15 to 1.38) and increased rates of co-occurrence (ORs 1.19 to 1.58) were not as pronounced as in the unemployed. Conclusions: Co-occurrence of risky behaviors in currently and/or formerly unemployed workers is not worsened by behavior clustering. Engagement in each of these behaviors should be considered an engagement in distinct social practices, with consequences for preventive policies.