This study investigates whether there is a gender gap in health among migrants. Focusing on migrants from Uzbekistan and Tajikistan in Russia, where both immigration and gender inequality are important, this paper exploits unique data collected by the authors recording detailed information on health and migration trajectories. We find that migrant women are on average in poorer health than men. This gender gap is only partly explained by gender differences in socioeconomic, demographic, living and working observed characteristics and by differences in pre-migration health. We show that migrant women’s health is more likely to deteriorate during migration. This women’s health disadvantage is sensitive to the migration profile as it only appears after a certain time spent in migration and for migrants with a vulnerable legal status.