This article analyses the impact of a transition from employment to unemployment on alcohol and tobacco consumption, and more specifically on risky behaviours. With cross-section data, we observe significant differences between the employed and the unemployed both in terms of frequency and quantity consumed. However, this association between unemployment and risky behaviours disappears when we use longitudinal data and a difference-in-differences propensity score matching approach to reduce the selection bias. Our results suggest that, in the French context, the event of unemployment does not lead to a significant increase in risky behaviours.