The main aim of this study was to evaluate intersections of gender (female/male), class (household income), and ethnicity (country of birth) in relation to various measures of psychological and physical health. The study is based on data from the Swedish National Public Health Survey 2006, comprising a randomly-selected sample of 26,305 men and 30,584 women aged 16-84 years. Of these 2147 men and 2916 women were born outside Sweden. Results from the present study show that being female and from an ethnic minority were consistently and statistically significantly associated with poor health outcomes. Men born in Sweden had overall better health than women who had been born in Sweden, who had better health than men born outside Sweden. The worst-off category was women born outside Sweden, particularly those in households with high income levels. Low income was consistently and statistically significantly associated with all measures of poor health outcomes among men but this association was not so clear for women. Based on the findings from the present study, we conclude that the strongest risk factor with regards to health is being from an ethnic minority, then being female and finally, having a low income. This study contributes to knowledge on the complex association between socio-economic factors and health which provides an evidence base for considering gender when formulating strategies to tackle health inequalities. We hope that the present study will inspire further studies that simultaneously evaluate combinations of differing social constructs.