We provide the first empirical evidence on the direct link between locus of control and self-control, and how they interact in explaining a range of health outcomes. Using rich Australian survey data, we find that, while the two traits are distinct constructs, a greater internal locus of control is associated with higher self-control. The association between locus of control and health is reduced once we control for self-control, suggesting that self-control mediates at least part of this relationship. Finally, an internal locus of control amplifies the beneficial effects of self-control particularly for physical health.