Objectives: The aim of this paper is to present the Moscow Health Survey 2004, which was designed to examine health inequalities in Moscow. In particular we want to discuss social survey problems, such as non-response, in Moscow and Russia. Methods: Interviews, covering social and economic circumstances, health and social trust, of a stratified random sample of the greater Moscow population, aged 18+. Reasons for nonresponse were noted down with great care. Odds ratios (ORs) for self-rated health by gender and by six social dimensions were estimated separately for districts with low and high response rates. Bias due to non-response is discussed. Results and conclusions: About one in two (53.1 %) of approached individuals could not be interviewed, resulting in 1190 completed interviews. Non-response in most Russian surveys, but perhaps particularly in Moscow, is large, partly due to fear of strangers and distrust of authorities. ORs for poor health vary significantly by gender, occupational class, education and economic hardship. We find no significant differences in these ORs when comparing districts with low and high response rates. Non-response may be a problem when estimating prevalence rates or population means, but much less so when estimating odds ratios in multivariate analyses.