The aim of this study was to analyse health inequalities in the immigrant population in Spain in 2014, while differentiating between immigrant and native‐born men and women. We have designed a cross‐sectional study on the population aged over 15 years resident in Spain and the data were obtained from the 2014 European Health Survey in Spain (n = 22,842). Among immigrant men and women, we observed a lower risk of having a Chronic Physical Problem (CPP) or a Mental Health Problem (MHP) and a lower consumption of psychiatric drugs. We also observed a higher risk of lack of medical care in immigrant men compared to native‐born. The country of origin was not significantly related to self‐perception of health or use of Primary Care (PC) and Emergency Care services. In conclusion, we observed that now that the peak of the crisis has passed it seems that the “healthy immigrant” effect is being recovered, although the gender inequalities observed in the general population are transferred to the immigrant population. We need to approach the feminisation of migration from a new perspective and understand how inequalities affect immigrant women.