This paper analyses how individuals trade-off health risks against lifestyle choices. The work uses a choice experiment (CE) survey for a representative sample of the Northern Ireland population. Unlike most CE studies for valuing public health programs, this questionnaire uses a tailored exercise based on the individuals’ baseline choices. A fat screener links actual cardiovascular diseases (CVD) risk to each specific choice set in terms of diet. Individuals are informed about their real status quo risk of a fatal cardiovascular event, based on an initial set of health questions. Thus, actual risks, real diet and exercise choices are the elements that constitute the choice task. Our results show that our respondents are willing to pay for reducing mortality risk and, more importantly, are willing to change physical exercise and dietary behaviours. In particular, subjects with Body Mass Index (BMI) in the range of overweight or obese seem more inclined to practise physical exercise than to modify their diet to reduce their CVD risks.