We investigate the relationship between alcohol purchases and food purchase healthfulness. A number of scientific studies suggest that wine consumption has health benefits but many do not account for potential confounding factors, such as food consumption. Using a rich data set of consumer purchases for alcohol and food-at-home, we identify a significant link between preferences for wine and preferences for healthy foods, suggesting that a confounding factor may account for a substantial portion of the health benefits that have been attributed to wine. American wine drinkers, on average, purchase healthier foods than do beer or liquor drinkers, controlling for important socioeconomic effects and demographics; the effect is even more pronounced for low-income households. The reverse is observed for users of tobacco products, who tend to eat a less healthful diet than other consumers. In this way, wine and tobacco consumption appear to signal a consumer’s attitude about healthfulness.