Research shows that community violence is associated with an array of negative health outcomes, yet no study has examined the specific association between different types of gun violence and collective health behaviors in local neighborhoods. Using data from neighborhoods in the city of Philadelphia, this study examines the association between total, fatal, and non-fatal gun violence and measures of physical inactivity, obesity, sleep, and smoking. We find the rate of non-fatal shootings is associated with a composite measure of health behaviors, net of all neighborhood-level covariates and general community violence. Ancillary analyses show that non-fatal shootings are particularly associated with physical inactivity and obesity. Notably, fatal shootings are not associated with any behavioral health measure after accounting for nonlethal shootings. The results support improved data collection efforts to measure non-fatal shootings across the U.S. and greater attention to the collective health consequences of gun violence in local communities.