European studies of the relationship between social class and health bring out two contradictory tendencies: a general rise in life expectancy and the persistence (or even growth) of health inequalities. This essay critically reviews the main explanations of health inequalities, grouped into three classes: naturalistic explanations, lifestyle explanations, explanations focused on social interaction. Naturalistic explanations represent health status as a cause instead of a consequence of individuals' social positions. A naive version of these explanations ascribes the health inequalities to genetic diversities; a more sophisticated one recognises in social mobility processes the mechanisms which translate health resources into social resources. Lifestyle explanations describe health inequalities as the aggregate effect of the different propensity of individuals to adopt unhealthy behaviours. Explanations based on social interaction maintain that health inequalities are determined by differentials in exposure to health-related stressors which distinguish individual according to their social position. The essay concludes with a focus on the Italian context, describing the level of health inequalities in Italy and presenting the main data bases that can be used to study this phenomenon.