The Social Determinants of Health literature has consistently found that a higher socioeconomic status is associated with better health outcomes even after adjusting for traditional risk factors. However, research findings in the field of Migrants’ Health suggest that the socioeconomic/health gradient does not always behave as expected for migrants and their descendants. The mismatch of findings in these two long-standing parallel research traditions is exemplified by frequent reports of paradoxical findings in the scientific literature: the healthy migrant paradox, the ethnic density paradox and the diminishing returns paradox. This paper outlines a transdisciplinary research agenda to elucidate the social processes that underpin these disconcerting findings and calls for a shift from a pathogenic deficit model that sees migrants as a burden to their reconceptualisation as actively engaged citizens in search of solutions. Amidst a severe refugee crisis, fears of terrorist attacks and political capitalisation of these tragedies to foster antimigrant sentiments, this is urgently needed.