We examined whether relative occupational social class inequalities in physical health functioning widen, narrow or remain stable among white collar employees from three affluent countries. Health functioning was assessed twice in occupational cohorts from Britain (1997–1999 and 2003–2004), Finland (2000–2002 and 2007) and Japan (1998–1999 and 2003). Widening inequalities were seen for British and Finnish men, whereas inequalities among British and Finnish women remained relatively stable. Japanese women showed reverse inequalities at follow up, but no health inequalities were seen among Japanese men. Health behaviours and social relations explained 4–37% of the magnitude in health inequalities, but not their widening.