Adolescence has long been considered a period of increased risk behaviour. This supposition has been supported by a wealth of empirical evidence and recently, health risk behaviours have been identified as a key mechanism for the general deterioration of adolescent health relative to other age groups. Research regarding adolescent risk behaviour suggests that there are often strong links between individual risk behaviours. The mechanisms for these associations have been attributed to common risk and protective factors, as well as gateway effects stemming from increased accessibility to additional risk behaviours. This has important implications for policy interventions designed to reduce risk behaviours in adolescence. Not only does a multiple risk behaviour approach increase the effectiveness of individual risk behaviour policy, but it is also conducive to a more cohesive, coherent and efficient approach to adolescent risk in general. Several examples of cohesive policy responses to multiple risk behaviours have emerged, but generally, policy remains segregated into individual risk domains. With increasing evidence for the effectiveness of integrated approaches, multiple risk behaviours require consideration to design and implement effective and efficient policy responses.