This article shows the influence of being a refugee from Latin America or a nonrefugee immigrant from southern Europe or Finland on self‐reported illness, controlling for social factors and lifestyle. The study population consisted of 338 Latin American refugees, a random sample of 396 Finnish and 161 southern European immigrants and 996 age‐, sex‐ and education‐matched Swedish controls. The data were analysed unmatched with logistic regression (multivariate analysis) in main effect models. The strongest independent risk indicator for long‐term illness was being a Latin American refugee (estimated odds ratio (OR)=2.96, 95% confidence interval (CI)=2.19–3.82). There was a significant association between being a Latin American refugee and period prevalence, ill health and unsatisfied need for care. Being a southern European or Finnish immigrant was a risk indicator of ill health but was not associated with the other dependent factors. Not feeling secure in daily life was a strong risk indicator for long‐term illness and ill health (estimated OR=1.89, 95% CI=1.26–2.76 and OR=3.04, 95% CI= 1.97–4.48) respectively). Being a Latin American refugee was equal in importance to traditional risk factors such as overweight and not taking regular exercise for long‐term ill