That's the question that this essay by Ian Deary poses in a recent issue of Nature. Deary notes that intelligence predicts mortality better than BMI, total cholesterol, or blood pressure, and at a similar level to smoking. He offers up four hypotheses, and I am partial to the idea that people with higher intelligence are more likely to engage in healthy behaviors. I believe that a lot of our success is based on an ability to project our current actions onto future states, and that this ability improves as intelligence increases.
It's a concise article, so check it out and come to your own conclusions. I would venture that if you are a self-selected blog reader, this correlation should probably come as welcome news.