The notion that behaviour may be on a causal path from genetics to psychiatric disorders, such as schizophrenia, highlights a potential for practical interventions. Motivated by this, we test the association between schizophrenia (SCZ) polygenic risk scores (PRS) and 420 behavioural traits (personality, psychological, lifestyle, nutritional) in a psychiatrically healthy sub-cohort of the UK Biobank. Higher schizophrenia PRS was associated with a range of traits, including lower verbal-numerical reasoning (P = 6x10-61), higher nervous feelings (P = 2x10-51) and higher self-reported risk-taking (P = 2x10-41). We follow-up the risk-taking association, hypothesising that the association may be due to a genetic propensity for risk-taking leading to greater migration, urbanicity or drug-taking − reported environmental risk factors for schizophrenia, and all positively associated with risk-taking in these data. However, schizophrenia PRS was also associated with traits, such as tea drinking (P = 2x10-34), that are highly unlikely to be on a causal path to schizophrenia. We depict four causal relationships that may in theory underlie such PRS-trait associations and illustrate ways of testing for each. For example, we contrast PRS-trait trends in the healthy sub-cohort to the corresponding trait values of medicated and non-medicated individuals diagnosed with schizophrenia, allowing some differentiation of mediation-by-behaviour, disease-onset effects and treatment effects. However, dedicated follow-up studies and new methods are required to fully disentangle these relationships. Thus, while we urge caution in interpretation of simple PRS cross-trait associations, we propose that well-designed PRS analyses can contribute to identifying behaviours on the causal path from genetics to disease.