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Few studies have examined the influence of socioeconomic status on recovery from poor physical and mental health.Prospective study with four consecutive periods of follow-up (1991–2011) of 7564 civil servants (2228 women) recruited while working in London. Health was measured by the Short-Form 36 questionnaire physical and mental component scores assessed at beginning and end of each of four rounds. Poor health was defined by a score in the lowest 20% of the age–sex-specific distribution. Recovery was defined as changing from a low score at the beginning to a normal score at the end of the round. The analysis took account of retirement status, health behaviours, body mass index and prevalent chronic disease.Of 24 001 person-observations in the age range 39–83, a total of 8105 identified poor physical or mental health. Lower grade of employment was strongly associated with slower recovery from poor physical health (OR 0.73 (95% CI 0.59 to 0.91); trend P=0.002) in age, sex and ethnicity-adjusted analyses. The association was halved after further adjustment for health behaviours, adiposity, systolic blood pressure (SBP) and serum cholesterol (OR 0.85 (0.68 to 1.07)). In contrast, slower recovery from poor mental health was associated robustly with low employment grade even after multiple adjustment (OR 0.74 (0.59 to 0.93); trend P=0.02).Socioeconomic inequalities in recovery from poor physical health were explained to a considerable extent by health behaviours, adiposity, SBP and serum cholesterol. These risk factors explained only part of the gradient in recovery for poor mental health.