The complexity of gender differences in health (i.e., men's lower life expectancy and women's greater morbidity) extends beyond notions of either social or biological disadvantage. Gaps remain in understanding the antecedents of such differences and the issues this paradox raises regarding the connections between social and biological processes. Our goals in this analytic essay are to make the case that gender differences in health matter and that understanding these differences requires an explanation of why rational people are not effective in making health a priority in their everyday lives. We describe some salient gender health differences in cardiovascular disease, immune function and disorders, and depression and indicate why neither social nor biological perspectives alone are sufficient to account for them. We consider the limitations of current models of socioeconomic and racial/ethnic health disparities to explain the puzzling gender differences in health. Finally, we discuss constrained choice, a key issue that is missing in the current understanding of these gender differences, and call on the social science community to work with biomedical researchers on the interdisciplinary work required to address the paradoxical differences in men's and women's health.