Adolescents often display similar health behaviour to their peers. Peer effects on health behaviour may be influenced by the school context, and by the country of residence. According to the complex contagion theory, these effects for risky health behaviour may be different from protective health behaviour. This paper combines social network analysis and multilevel analysis to estimate the relative share of variation of risky and protective health behaviours at different levels of the population structure: individuals, peer (friendship) networks, and schools. To achieve these aims, multiple membership models are applied to estimate variations in smoking, drinking, cannabis use, and physical activity at the individual, peer, and school levels, taking into account the differences between countries. The data come from a social network survey carried out in 50 schools in six medium-sized European cities. Networks of peers were found to have similar risky health behaviour when it comes to smoking, drinking, and cannabis use. This was not true, however, for positive health behaviour, i.e. physical activity. For smoking, drinking, and cannabis use, the peer network accounted for almost half of the total behaviour variance. In comparison, the school variance was quite small for all health behaviour. The results suggest that interventions are best carried out at the peernetwork level, particularly for behaviour vulnerable to complex contagion, such as smoking and cannabis use. Keywords: social network analysis; whole network design; multilevel analysis; health behaviour; adolescent health; international comparison; Highlights: • The peer network accounted for half of the variance for risky health behaviour. • This was not true for physical activity, a protective health behaviour. • School corresponds to a much smaller share of the overall variation for these behaviours. • Future public health research on adolescents should emphasise peer-level components, particularly for risky behaviour.