Marital dissolution is a stressful transition that can lead to unhealthy coping strategies, including smoking and drinking. Using fixed effect linear probability models to assess health behavior changes, we analyzed 6,607 women and 6,689 men in the Household, Income, and Labour Dynamics in Australia data set who were either continuously married or experienced marital separation between 2002 and 2020. We observed 1,376 separations (744 women, 632 men). We found that drinking and smoking increases leading to and in the year of separation, with variability by gender, education, and parenthood status. From Cox proportional hazards models, we showed that among individuals who smoked (N = 337) or drank (N = 756) in the year of separation, cessation was most likely for the highly educated and/or women. Unhealthy coping mechanisms throughout marital dissolution suggests a need for targeted support to those separating, especially for men and those with children and lower education.