This study investigates the socioeconomic determinants of adult ill-health in developing countries. We use as measures of health, self-reported general health plus a variety of measures of problems in physical functioning. We begin by comparing measures of adult ill-health in four countries: Bangladesh, Jamaica, Malaysia, and the United States, finding that women report more problems and at earlier ages than do men; this despite the greater longevity of women. We examine the sensitivity of these gender differentials to mortality selection and find that while accounting for this does cut down the differentials, they remain. We discuss potential reasons for these findings and then examine the Jamaican data in more detail. We formulate and estimate a reduced form economic model, focusing on the effects of education. We find strong positive effects of own education on health, mirroring results commonly found in the child health literature. At older ages, however, the education differential disappears. Per capita household expenditure, treated as endogenous, is added to the model to attempt to control for long-run income. It is not found to affect adult female health, but limited evidence is found for an effect on males. Strong residential effects exist, although the factors behind them remain to be investigated. Our most robust finding is that even controlling for socioeconomic covariates, strong life-cycle effects exist and are different for men and women. Controlling for these factors, women still report more health problems at earlier ages than do men.