The history of the documentation of health inequality is long. The way in which health inequality has customarily been documented is by comparing differences in the average health across groups, for example, by sex or gender, income, education, occupation, or geographic region. In the controversial World Health Report 2000, researchers at the World Health Organization criticized this traditional practice and proposed to measure health inequality across individuals irrespective of individuals' group affiliation. They defended its proposal on the moral grounds without clear explanation. In this paper I ask: is health inequality across individuals of moral concern, and, if so, why? Clarification of these questions is crucial for meaningful interpretation of health inequality measured across individuals. Only if there was something morally problematic in health inequality across individuals, its reduction would be good news. Specifically, in this paper I provide three arguments for the moral significance of health inequality across individuals: (a) health is special, (b) health equity plays an important and unique role in the general pursuit of justice, and (c) health inequality is an indicator of general injustice in society. I then discuss three key questions to examine the validity of these arguments: (i) how special is health?, (ii) how good is health as an indicator?, and (iii) what do we mean by injustice? I conclude that health inequality across individuals is of moral interest with the arguments (b) and (c).