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Background: Self-control (SC) has been consistently found associated with diverse health risk behaviors (HRBs), but little research refers to low- and middle-income countries. Furthermore, there is evidence that some HRBs tend to aggregate, however studies with the specific purpose of addressing the relation between SC and multiple health risk behaviors (MHRBs) are rare. The objective of this study is to analyze these associations and provide evidence to help filling these gaps., Methods: A sample of 2106 9th grade students from the city of São Paulo responded a self-administered questionnaire in 2017. We tested the association of SC measured as an ordinal variable with four levels (higher, high, medium and low) with six HRBs (binge drinking, marijuana use, smoking, high consumption of ultra-processed food, sedentary behavior and bullying perpetration), in both separated and aggregated forms (MHRBs), controlling for potential confounders. Binary logistic regression was used to test the association between exposure (SC) and single outcomes. In order to analyze the association of SC with MHRBs, multinomial logistic regression was employed., Results: SC was associated with five of six HRBs investigated and with MHRBs. The effect size of the association of SC and MHRBs increased in a steep pattern with accumulation of more HRBs., Conclusion: Low self-control is associated with most HRBs investigated and the magnitude of the association increases when more than two or three HRBs are accumulated. There seems to be a group of adolescents in a position of pronounced vulnerability for MHRBs. This should be considered when designing public policy and prevention programs. In contexts of limited or scarce resources and public funds, interventions focusing the most vulnerable groups, instead of universal interventions, should be considered., (© 2021. The Author(s).)