Background and Purpose: Chronic illnesses and non-communicable diseases are consequences of risky health behaviors established during childhood and adolescence and carried out into adulthood. These health behaviors which include alcohol use, poor dietary habits, smoking and use of psychoactive substances impact on the quality of life negatively. This study was, therefore, designed to investigate the health behaviors, self-efficacy, and quality of life of University students. Methodology: A cross-sectional survey which involved 320 (140 males and 183 females) conveniently sampled participants. Data were collected on health behaviors using the International Physical Activity Questionnaire, Alcohol Use Identification Test 10, Nigeria Composite and Lifestyle CVD Risk Factors Questionnaire, General self-efficacy scale, the World Health Organization Quality of Life BREF, and the Drug Use questionnaire DAST-10. Data were analyzed using descriptive statistics of means, percentages, frequencies, pie charts, independent t-test, and Chi square with α set at = 0.05. Results: The study revealed that 31.2% of the participants reported low physical activity level. Psychoactive substance use was reported in 16.4% of both populations, while 9% of the entire population smoked. Most participants (53.5%) reported high consumption of carbohydrate rich foods, while there was low consumption of vegetables and fruits among the students. The study revealed that clinical students had higher average scores for self-efficacy and quality of life than non-clinical students. There was a significant difference in the physical activity level (p = 0.04), alcohol use (p = 0.001), psychoactive substance use (p = 0.003), self-efficacy (p = 0.007), and quality of life (p = 0.001) between clinical and non-clinical students. Conclusion and Recommendation: Clinical students had better self-efficacy and quality of life than non-clinical students. Both student populations engaged in risky behaviors (smoking, alcohol, and psychoactive substance use) and most had poor dietary habits. Provision of enlightenment programs on the consequences of health risk behaviors to clinical and non-clinical students. Similar studies should be carried out in other geopolitical zones and on other health behaviors.