Despite the concept of social capital receiving great attention in the area of health research, few studies have analyzed the differential effects of social capital between genders. This article assesses gender differences in the relationships between social capital and smoking and drinking behavior in Taiwan. Data on individual sociodemographic characteristics, smoking, drinking, and social capital were obtained from the Taiwan Social Change Survey conducted in 1995 and in 2000. The overall response rate was 67%. In total, 3713 women and men aged over 20 years living in 204 neighborhoods were interviewed. Social capital indicators were aggregated at the neighborhood level, and included neighborhood closeness, political influence, social contact, social trust, and social participation. The data were analyzed with multilevel binomial regression models. Gender differences were found in some aspects of social capital. Stronger effects of social trust on smoking were found for women than for men, whereas stronger effects of neighborhood closeness on drinking were found for women than for men. Social participation was positively associated with drinking in both genders. The findings of this study provide new evidence for the differential effects of social capital by gender in Taiwan, suggesting that more studies are needed to understand social capital's effects in Asian societies and the mechanisms by which the effects may vary with gender.