How does democracy work to improve well-being? In this article, we disentangle the component parts of democratic practice—elections, civic participation, expansion of social provisioning, local administrative capacity—to identify their relationship with well-being. We draw from the citizenship debates to argue that democratic practices allow citizens to gain access to a wide range of rights, which then serve as the foundation for improving social well-being. Our analysis of an original dataset covering over 5,550 Brazilian municipalities from 2006 to 2013 demonstrates that competitive elections alone do not explain variation in infant mortality rates, one outcome associated with well-being. We move beyond elections to show how participatory institutions, social programs, and local state capacity can interact to buttress one another and reduce infant mortality rates. It is important to note that these relationships are independent of local economic growth, which also influences infant mortality. The result of our thorough analysis offers a new understanding of how different aspects of democracy work together to improve a key feature of human development.