In a context of high job insecurity resulting from social deregulation policies, this research aims to study health and substance abuse inequalities in the workplace from a gender perspective. To this end, a transversal study was carried out based on microdata from the National Health Survey in Spain—2017, selecting the active population and calculating the prevalence of the state of health and consumption, according to socio-occupational factors (work relationship, social occupational class, time and type of working day). Odds ratios adjusted by socio-demographic variables and their 90% confidence intervals were estimated by means of binary logistic regressions stratified by sex. The results obtained showed two differentiated patterns of health and consumption. On the one hand, unemployed people and those from more vulnerable social classes showed a higher prevalence of both chronic depression and anxiety and of hypnosedative and tobacco use. On the other hand, the better positioned social classes reported greater work stress and alcohol consumption. In addition, while unemployment affected men’s health more intensely, women were more affected by the type of working day. The study can be used to design sustainable preventive occupational health policies, which should at least aim at improving the quantity and quality of employment.