Some studies suggest that socio-economic status (SES) inequalities in health are smaller in women than men, but the evidence is inconsistent as to whether this applies across various health measures and life stages. The first aim of this paper was to establish whether the magnitude of social inequality in health differs for men and women during early adulthood, specifically in respect to self rated health, limiting long-standing illness, psychological distress, respiratory symptoms, asthma/wheezing, height and obesity; second, to determine whether explanations for socioeconomic inequality in poor self rated health differ for men and women. Analyses are based on longitudinal data from the British 1958 birth cohort study using information from birth to age 33. When gender differences in inequalities were examined using social class, no significant differences emerged across the seven health measures examined at ages 23 and 33. SES inequalities based on education, however, showed greater inequality among men at age 33 for limiting long-standing illness and respiratory symptoms, but greater inequality among women for poor rated health at age 23 and psychological distress at age 33. Hence, gender differences in the magnitude of health inequality were inconsistent across age and health measures. An analysis of the contribution of explanatory factors to social class differences in self-rated health suggested that causes of inequality were similar for men and women. However, some discrepancies emerged, notably in the greater contribution of job insecurity to class differences for men and in the greater contribution of age at first child for women. The magnitude and explanations for gender differences in SES health inequalities are likely to vary according to life stage and health measure.