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Using a multi-level random effects logistic model, we examine the contribution of source country, individual characteristics and post-migration experiences to the self-rated health (SRH) of 2468 male and 2614 female immigrants from the Longitudinal Survey of Immigrants to Canada (2001–2005). Sex/gender differences were found for all categories of health determinants. Source country characteristics explained away some ethnic differentials in health and had independent negative effects, particularly among women. Thus, women from countries lower on the development index appear at greater risk of poor SRH, and should be at the forefront of public health programmes aimed at new immigrants in Canada.