Little is known about pathways by which socioeconomic status (SES) translates into individual differences in cardiovascular disease (CVD) risk factors. Because the socioeconomic structure is not the same for all ethnic subgroups, the pathways that lead to the development of CVD risk factors may vary by both SES and ethnicity. We used data from a large national survey to examine the independent associations of two indicators of SES (education and income) and ethnicity with six primary CVD risk factors. We then used data on smoking that reflected a temporal sequence to examine the extent to which SES and ethnicity influenced smoking at three different time points, from smoking onset, to a serious quit attempt, to successful quitting. These analyses provide an understanding of the relationships between SES, ethnicity, and CVD risk factors and suggest that if the timing, focus, and content of intervention programs take pathways into account they will result in more successful outcomes.