Health status can be an important outcome in studies on patients with end-stage renal disease (ESRD). In these studies, adjustment for prognostic factors, such as comorbidity, often has to be made. None of the comorbidity indices that are commonly used in research on ESRD patients has been validated for studies on health status. This study evaluated three existing indices (Khan, Davies, and Charlson) and four indices specifically developed for use in studies on health status. In a large prospective multi-center study (NECOSAD-2), new ESRD patients were included (n = 1041). Comorbidity was assessed at the start of dialysis. Health status was assessed with the physical and mental component summary score of the SF-36 (PCS and MCS), the symptoms dimension of the KDQOL-SF, and the Karnofsky Scale. Patient data were randomly allocated to a modeling or a testing set. The new indices were developed in the modeling set. The three existing indices explained about the same percentage of variance in the PCS (7 to 8%), MCS (1 to 3%), symptoms (2 to 4%), and Karnofsky (10 to 12%). The new indices performed better than the existing indices in the modeling population (13% PCS, 10% MCS, 10% symptoms, 18% Karnofsky), but not in the testing population (8% PCS, 1% MCS, 3% symptoms, 8% Karnofsky). Individual comorbidities explained more variance in PCS (10 to 15%), MCS (1 to 7%), symptoms (6 to 11%), and Karnofsky (11 to 18%) than comorbidity indices. The Khan, Davies, and the Charlson indices will adjust to the same extent for the potential confounding effect of comorbidity in studies with health status as an outcome. Separate comorbidity diagnoses will adjust best for comorbidity.