Health-Risk Behaviours (HRBs) are significantly associated with avoidable mortality in adolescents, and preventing HRBs requires an adequate understanding of related factors. Among associated factors, emotion regulation difficulties may impact youths’ engagement in HRBs. Researchers explored the relation of emotion regulation with HRBs; however, specific emotion regulation difficulties for less severe and more prevalent HRBs, such as self-harming behaviour, risky-driving, violence, unhealthy dietary behaviour, and poor adherence to prescribed medication, has not been much explored. The current study aimed to explore the predictability of adolescents’ specific difficulties in emotion regulation in relation to their engagement in HRBs. For this purpose, six different HRBs, that is, self-harm, violence, risky-driving, unhealthy dietary behaviour, inadequate physical activity, and lack of medication adherence, were studied. A total of 617 (Males = 356) adolescents (Mage = 15.77) from five districts of Punjab state (India) provided required information on standardised self-report measures. The data were subjected to regression analysis, and the findings show that the participants who scored high on emotion regulation difficulties reported engagement in HRBs more than their counterparts. Some specific difficulties are more important than others for different forms of HRBs. It implies that the intervention programmes targeting specific HRBs should address specific facets of emotional dysregulation.