Personality traits are related to health behaviours, but it is unknown whether changes in personality would lead to changes in health behaviours. We examined whether naturally occurring, within‐individual variation in personality traits over time is associated with corresponding changes in smoking, physical activity, alcohol consumption, and body mass index. Data were from seven longitudinal cohort studies with a total sample of 56 786 participants with two or three repeated measurements of the Five Factor Model personality traits assessed over 4 to 19 years. Repeated measurements were used to tease apart between‐individual and within‐individual associations. In the within‐individual analysis, all the personality traits were associated with physical activity, and extraversion was associated with risky alcohol consumption. There were no other within‐individual associations. In the between‐individual analysis, lower conscientiousness, emotional stability, agreeableness, and openness to experience, and higher extraversion, were associated with many risky health behaviours. Our findings suggest that health behaviours are related mostly to stable, between‐individual differences in personality traits, but changes in adult personality may have only limited association with changes in health behaviours. © 2018 European Association of Personality Psychology