Background: Differences between natives and migrants in average risk for poor self-rated health (SRH) are well documented, which has lent support to proposals for interventions targeting disadvantaged minority groups. However, such proposals are based on measures of association that neglect individual heterogeneity around group averages and thereby the discriminatory accuracy (DA) of the categories used (i.e. their ability to discriminate the individuals with poor and good SRH, respectively). Therefore, applying DA measures rather than only measures of association our study revisits the value of broad native and migrant categorizations for predicting SRH. Design, setting and participants: We analyzed 27 723 individuals aged 18–80 who responded to a 2008 Swedish public health survey. We performed logistic regressions to estimate odds ratios (ORs), predicted risks and the area under the receiver operating characteristic curve (AU-ROC) as a measure of epidemiological DA. Results: Being born abroad was associated with higher odds of poor SRH (OR = 1.75), but the AU-ROC of this variable only added 0.02 units to the AU-ROC for age alone (from 0.53 to 0.55). The AU-ROC increased, but remained unsatisfactorily low (0.62), when available social and demographic variables were included. Conclusions: Our results question the use of broad native/migrant categorizations as instruments for forecasting individual SRH. Such simple categorizations have a very low DA and should be abandoned in public health practice. Measures of association and DA should be reported together whenever an intervention is being considered, especially in the area of ethnicity, migration and health.