The objective was to analyze adolescent, adult, and elderly lifestyles in the city of São Paulo, Brazil, according to demographic and socioeconomic variables. A cross-sectional, population-based study was performed with data from the Health Survey in São Paulo City (ISA-Capital 2008) database. Lifestyle was defined on the basis of physical activity, diet, smoking, and alcohol abuse and addiction, according to the respective guidelines. Prevalence of healthy lifestyle was 36.9% in the elderly, 15.4% in adults, and 9.8% in adolescents, and was higher in females in the elderly and adults. Among individuals with unhealthy lifestyle, 51.5% of the elderly, 32.2% of adults, and 57.9% of adolescents failed to reach the guidelines for adequate diet. Prevalence of healthy lifestyle was highest among the elderly, followed by adults and adolescents. Food consumption was the main factor associated with unhealthy lifestyle, demonstrating the importance of interventions to promote healthy lifestyle, especially adequate diet.