Background: It has often been debated the extent to which known risk factors explain socio-economic differences in health. While common in mortality studies, few studies of morbidity adjust for baseline health. In this study, we argue that there are sound reasons to do so, and examine whether a set of risk factors explain a larger part of social gradients in men and womens self-rated health (SRH) in Denmark when controlling for previous health.Methods:We use interval regression models on longitudinal survey data from 1990 and 1995 separately for Danish male and female workers aged 1859.Results:Large social gradients are found in SRH for both men and women. The included risk factors (smoking, body mass index, high blood pressure and job satisfaction) reduce the educational gradient in SRH by 40% (based on highest versus no education), the wage gradient by 18% and leaves occupational gradients (based on no employment versus white collar workers) unaltered for men. For women, similar gradients are altered by 6 and 22 and 14% in cross-sectional models. Controlling for baseline health 5 years earlier, the risk factors reduce the education, occupation and wage gradients by 45, -15 and 17% for men and by 5, 25 and 15% for women.Conclusion: The findings suggest that common risk factors do not explain a larger fraction of social health inequalities in dynamic than in static models of self-reported health.