Aim: This study is aimed at comparing the effect of different measures of socioeconomic status on self-rated health throughout European welfare state regimes during the period 2002-2008, in order to study how diverse socioeconomic inequalities can vary our health over time. Subjects and Methods: This study uses the European Social Survey to compare the impact of three specific socioeconomic measures (income, education and occupational status) on self-rated health. Results: The main finding to be highlighted is that the importance of education-related inequalities surpasses differences in income and occupational status, especially in Southern and Eastern countries. The relationship between income and self-rated health is stronger in Liberal and Social-Democratic regimes, where labour market regulation is characterized by its flexibility and high liberalization. The impact of occupational status is moderate among Liberal, Social-Democratic and Conservative regimes, but lower in Southern and Eastern ones. Conclusion: These findings support the existence of a contextual effect among welfare states that varies the impact of social and economic indicators in self-rated health over time.