Recent attempts to place individual health-related behaviour in context have been judged largely unsuccessful. This paper examines how this situation might be improved and is especially concerned with the role of quantitative methodologies. It is argued that, whilst recent developments in social theory help provide important theoretical guidelines, they can only be implemented with difficulty in empirical health-related behaviour research if traditional quantitative methodologies are used. It is suggested that the best way to implement social theory within a quantitative framework is to apply the newly developed technique of multilevel modelling. This paper offers an overview of the multilevel approach and outlines its significance for health-related behaviour research. In addition, it details a number of ways in which the multilevel framework can be extended so as to achieve further improvements in the conceptualization of health-related behaviour. To illustrate the value of the technique, the paper finishes by considering one of these extensions in detail and applying it to data recording smoking behaviour in the United Kingdom.