The relationship between performance of health behaviours and their perceived importance was examined among 250 adults. Frequency of performance and perceived importance of 21 health behaviours, self-assessed health and the Big Five personality traits were measured. As expected, importance and performance were positively correlated. Self-assessed health was more strongly associated with performance than importance, and a model wherein importance affects performance, which in turn affects self-assessed health, was superior to a model wherein performance affects importance. The Big Five significantly explained performance, particularly conscientiousness, and importance explained performance beyond this effect. Consequently, importance perceptions should be considered when developing behavioural interventions.