This paper is the first to provide evidence that cultural attitudes towards gender equality affect behaviors with potentially devastating health consequences, and that they do so differently for male and female teenagers. In particular, we show that descending from more gender-equal societies makes girls relatively more prone to smoke than boys. Using data from over 6,000 second-generation immigrant teenagers coming from 45 different countries of ancestry and living in Spain, we find that the higher the degree of gender equality in the country of ancestry, the higher the likelihood that immigrant girls smoke relative to boys, even after we control for parental, sibling, and peer smoking. Importantly, we uncover similar patterns when analyzing other risky behaviors such as drinking or smoking marijuana. This reinforces the idea that more gender-equal social norms may come at an extra cost to women's health, as they increasingly engage in risky behaviors (beyond smoking) traditionally more prevalent among men.