Load file inside a constructor, bad practice? [closed]

Is this a bad practice? I've seen few peoples say that constructor should not do the real work.

class FooConfig {
   public FooConfig(File file) {
      loadFile(file);
   }

   private void loadFile(File file) {
      // do something...
   } 
}

Or I should do this instead?

class FooConfig {
   private final File file;

   public FooConfig(File file) {
      this.file = file;
   }

   public void loadFile(File file) {
      // do something...
   }
}

FooConfig config = new FooConfig(file);
config.loadFile();

Thank you.