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Objectives: Pre-existing conditions have been postulated as possible causes of the J-shaped relationship between alcohol intake and cardiovascular disease. Two research questions have been addressed in this paper. First, whether never drinkers and former drinkers differ from moderate drinkers in terms of health, and if so, which health problems contribute to this difference. Second, whether the U-shaped relationship between current alcohol intake and cardiovascular disease or all-cause mortality could in part be explained by difference in pre-existing disease burden. Design, setting and participants: A prospective case-cohort, the Lifestyle and Health Study, consisting of 16 210 men and women aged between 45 and 70 years. Alcohol intake and risk factors were assessed at baseline with a self-administered questionnaire. Medical information was obtained from general practitioners. Cardiovascular events and mortality were followed for a period of 5 years (1996–2001). Main results: Never drinkers and former drinkers were less healthy than moderate drinkers. They rated their health more often as poor, and often had more diseases, such as cardiovascular disease, diabetes, and also alcohol-related diseases. The difference in disease burden did not change the observed relationship between alcohol intake and cardiovascular events, and only partially changed the U-shaped relationship between alcohol intake and all-cause mortality