Background: The coronavirus (COVID-19) pandemic and consequent physical distancing measures are expected to have far-reaching consequences on population health, particularly in already disadvantaged groups. These consequences include changes in health impacting behaviours (such as exercise, sleep, diet and alcohol use) which are arguably important drivers of health inequalities. We sought to add to the rapidly developing empirical evidence base investigating the impacts of the pandemic on such behavioural outcomes. Methods: Using data from five nationally representative British cohort studies (born 2001, 1990, 1970, 1958, and 1946), we investigated sleep, physical activity (exercise), diet, and alcohol intake (N=14,297). Using measures of each behaviour reported before and during lockdown, we investigated change in each behaviour, and whether such changes differed by age TRANS/cohort, gender TRANS, ethnicity, and socioeconomic position (SEP; childhood social class, education attainment, and adult TRANS reporting of financial difficulties). Binary or ordered logistic regression models were used, adjusting for prior measures of each health behaviour and accounting for study design and non-response weights. Meta-analyses were used to pool cohort-specific estimates and formally test for heterogeneity across cohorts. Results: Changes in these outcomes occurred in in both directions ie, shifts from the middle part of the distribution to both declines and increases in sleep, exercise, and alcohol use. For all outcomes, older cohorts were less likely to report changes in behaviours compared with younger cohorts. In the youngest cohort (born 2001), the following shifts were more evident: increases in exercise, fruit and vegetable intake, sleep, and less frequent alcohol consumption. After adjustment for prior behaviour levels, during lockdown females TRANS were less likely to sleep within the typical range (6-9 hours) yet exercised more frequently; lower SEP was associated with lower odds of sleeping within the typical range (6-9 hours), lower exercise participation, and lower consumption of fruit and vegetables; and ethnic minorities were less likely than White participants to sleep within the typical range (6-9 hours), exercise less frequently, yet reported less frequent alcohol consumption. Conclusions: Our findings highlight the multiple changes to behavioural outcomes that may have occurred due to COVID-19 lockdown, and the differential impacts across generation, gender TRANS, SEP and ethnicity. Such changes require further monitoring given their possible implications to population health and the widening of health inequalities.