In this article, we examine how early risk behaviours are related to subsequent negative life events among young men and women from different socioeconomic backgrounds in Denmark. We draw on data from a survey on 15-year-olds’ drinking, smoking, cannabis use and early sexual debut and administrative register data about negative life events such as not being in education, employment or training (NEET), crime convictions and hospitalisations between ages 16 and 24. We use latent class analysis to divide young people into different risk groups, and individual growth curve models in an intersectional analysis of their transitions into adulthood. We show that for young people from upper middle class families, early risk behaviours are not associated with subsequent negative life events. However, for young people from less privileged backgrounds, early experimentation with alcohol, cigarettes, cannabis and sex is a clear predictor of negative events later in life. The association between early risk behaviours and subsequent negative life events is stronger for young men than for young women.