We put forward a validation of the first instrument to measure the big four health risk behaviours (World Health Organization, Global status report on non-communicable diseases 2014, WHO, 2014) in a single assessment, the Health Risk Behaviour Inventory (HRBI) that assesses physical inactivity, unhealthy diet, smoking and alcohol in Italian- and English-speaking samples. Further, we investigate the instrument’s association with self-regulatory dispositions, exploring culture and gender differences in Italian and US subgroup samples. Overall, 304 English- and 939 Italian-speaking participants completed the HRBI and the self-regulatory questionnaire. We explored the factorial structure, convergent validity, invariance and association with self-regulatory dispositions using structural equation modelling.The HRBI has a robust factorial structure; it usefully converges with widely used healthy lifestyle measures, and it is invariant across the categories of age, gender and languages. Regarding self-regulatory dispositions, the promotion focus emerges as the most protective factor over physical inactivity, unhealthy diet, smoking and alcohol, whereas the prevention focus is associated mainly with smoking and alcohol reduction. Results are consistent across genders and US subgroup-Italian samples. The HRBI is a valid instrument for assessing the big four health risk behaviours in clinic and research contexts, and among self-regulatory measures, the promotion and prevention foci have the greatest efficacy in eliciting positive health behaviours.