Motivated by the interest in the contextual role of transport in health outcomes, this paper explores the relationship between these two dimensions and food purchasing patterns in the city of Concepción, Chile. The modeling framework corresponds to a Generalized Heterogeneous Data Model, composed of a structural equation and a measurement equation model. Socio-demographic variables and constructs are used to study the relationship between food purchasing patterns (store type choice and frequency), transportation patterns (purchasing usual mode), and health (body mass index, BMI). Individual’s healthy lifestyle propensities and time pressure are defined as latent constructs. The results identify how key socio-demographic characteristics, such as age and income, are crucial to understanding store type choice and frequency, controlling the built environment’s role in-store supply and distance from home. These variables also influence transportation patterns and health outcomes. The model also captures the endogenous effects among the three dimensions of interest, finding a statistically significant impact of the transportation mode on food purchasing patterns through the interaction with distance. No direct effects were found between BMI and transport patterns when including the latent constructs. This result suggests that promoting active transportation may not necessarily lead to better health. Health-conscious individuals engage in active transport, taking care of their diet, and seeking a healthy daily routine.