(1) Background: Vital exhaustion (VE) is no less of an important risk factor (RF) for cardiovascular diseases (CVD) and cardiovascular events than the well-known RFs. Insufficient knowledge of the relationship between VE and CVD RF, quality of life, and lifestyle was the rationale for this study. (2) Methods: We examined 301 Muscovite men 41–44 years of age. The categorization of RFs for CVD was carried out in accordance with conventionally considered criteria. In order to evaluate the lifestyle and quality of life in study participants, we were offering them a self-filling questionnaire developed by I.A. Gundarov. The presence of VE signs was assessed using a 14-item short version of the Maastricht Vital Exhaustion Questionnaire scale (MVEQ). All study subjects were classified into three ordered groups depending on the distribution of VE indicators by tertiles: Group 1 consisted of men with a low VE (0–2 points), Group 2 included males with a medium VE score (3–5 points), and Group 3 comprised subjects with high VE scores (6–14 points). To analyze the obtained data, we used one-way analysis of variance (ANOVA), Pearson’s chi-squaredtest (χ2), Goodman and Kruskal’s gamma, and linear regression analysis. (3) Results: We established that every third male (36.8%) had VE signs, while 10.6% of men had high VE levels. With an increase of VE in men, the frequency of arterial hypertension (AH) was increasing as well, and it was significantly higher in men with a high VE compared to their peers with a low VE (48.4% versus 33%; p = 0.03). A significant linear relationship was discovered between VE levels and excessive alcohol consumption (p = 0.001). The strongest linear associations were found between the VE level, and both psychosocial stress indicator and the amount of consumed ethanol. Self-assessment of personal happiness, job and sleep satisfaction, residential living conditions, and spiritual needs, as well as psychosocial stress indicator, total amount of consumed ethanol, and muscle strength (hand-grip dynamometry), were independent determinants of the VE level, and, collectively, they explained 46.6% of its variability. The greatest contribution to VE was made by the personal happiness level, explaining 25.5% of its variability. The proportions of the VE variance uniquely explained by various factors were as follows: 9.3% by the psychosocial stress, 4.9% by job satisfaction, 2.8% by sleep satisfaction, 2.3% by total consumption of ethanol, 1.6% by muscle strength, 1.1% by living conditions in the residential neighborhood, and just 0.8% by spiritual needs. (4) Conclusion: High VE levels in 41–44-year-old men areassociated with AH, sedentary behavior, excessive alcohol consumption, and lower values of most indicators of both lifestyle and quality of life.