Background Injuries have been recognised as important public health concerns, particularly among adolescents and young adults. Few studies have examined injuries using a multilevel perspective that addresses individual socioeconomic status (SES) and health behaviours and local socioeconomic conditions in early adolescence. We offer a conceptual framework incorporating these various components. Methods We test our conceptual framework using population data from the National Longitudinal Study of Adolescent Health Wave 4 when respondents were young adults and linked them to contextual level data from when they were middle-schoolers. We use logistic and multilevel regression models to examine self-reported injury risk in young adults by sex (n=14 356). Results Logistic regression models showed that men were more likely to experience serious injuries than women (OR 1.75, P〈0.0001), but SES and health behaviours operated differently by sex. In stratified models, men with lower education had consistently higher injury risk, while only women with some college had increased injury risk (OR 1.40, P=0.0089) than college graduates. Low household income (OR 1.54, P=0.0011) and unemployment (OR 1.50, P=0.0008) increased female injury risk, but was non-significant for men. Alcohol consumption increased injury risk for both sexes, while only female smokers had elevated injury risk (OR 1.38, P=0.0154). In multilevel models, significant county-level variation was only observed for women. Women living in disadvantaged neighbourhoods during adolescence had increased injury risk (OR 1.001, P〈0.0001). Conclusions These findings highlight the importance of investigating mechanisms that link early-life contextual conditions to early adult SES and health behaviours and their linkage to injury risk, particularly for women.