Three approaches to addressing factors associated with immigration were applied in a cross-sectional investigation of Asian-White health inequalities in Canada. Ten cycles of the Canadian Community Health Survey (2001–2013) were combined to produce a sample of 8122 Asian women, 365,702 White women, 6830 Asian men and 298,461 White men aged 18 and older. Binary logistic regression modelling was applied to self-reported hypertension, diabetes, fair/poor self-rated health and fair/poor self-rated mental health. Before adjusting for factors associated with immigration, Asian Canadians had relatively low risks of hypertension and diabetes and relatively high risks of fair/poor mental health. After adjustment Asian Canadians had relatively high risks of diabetes, fair/poor health and fair/poor mental health. The inequalities in fair/poor mental health applied primarily to the immigrant population. Risks of fair/poor health and fair/poor mental health were especially high for Asian women born in China and White women born in Italy. Use of stark racial identity categories that ignore country of birth or origin can obscure notable racial-ethnic health inequalities.