The aim of this paper is to ascertain the existence of differences in self-perceived health and depression between immigrants and native-born populations aged 50 years and older living in Western and Northern European countries. We examine the effect of country of origin, length of time in the host country and citizenship on the health of adults, using data from the Survey on Health, Ageing and Retirement in Europe (SHARE). As the logistic regressions reveal, some immigrant groups are more likely to perceive worse self-rated health and to suffer from depression than native-born groups, even when demographic and socio-economic variables are taken into account. In particular, people born in Eastern Europe living in Germany, France and Sweden have the highest odds ratio of poor health with respect to natives. Nativity status, duration and citizenship clearly contribute towards explaining health differences which are shown to vary significantly across countries. Furthermore, the perception of poor health rises as the length of stay increases, although a non-linear pattern was found. Results indicate that greater efforts by policy makers are needed in order to improve the health of specific middle-aged and older groups of immigrants in Europe.