This study investigated associations between executive functions (i.e., inhibition, working memory, cognitive flexibility) and individual differences in self-control and health behaviors. We examined whether executive functions predict physical activity, sedentary activity, and healthy and unhealthy diets, and whether trait self-control and self-control resources mediate these associations. Three hundred and eighty-five participants completed a questionnaire assessing trait self-control and self-control resources, physical activity, sedentary activity, and healthy and unhealthy diets. They also performed three randomly ordered cognitive tasks, a stop-signal task (i.e., inhibition), a letter memory task (i.e., updating), and a number-letter task (i.e., switching). Structural equation modeling revealed that self-control resources predicted positively physical activity (R2 = 0.08), negatively sedentary activity (R2 = 0.03) and positively healthy diet (R2 = 10). Moreover, trait self-control predicted positively healthy diet (R2 = 0.10) and negatively unhealthy diet (R2 = 0.19). Moreover, analyses revealed that switching significantly predicted self-control resources, and highlighted three totally mediated relations between this executive function and physical activity, sedentary activity and healthy diet. However, no evidence was found supporting associations between inhibition and updating, and health behaviors, or relations mediated by self-control for these executive functions. The findings suggest the importance of trait self-control and self-control resources for health behavior adoption and pave the way for studies exploring the role of the executive functions in an affective context.