Although neighbourhood social capital can be beneficial for individual health, supporting evidence in the UK is scant. We aim to find the net effect of neighbourhood social capital and deprivation on individual health beyond sociodemographic composition of neighbourhood. We propose a multilevel path analytic model of health to delineate complex pathways involving neighbourhoods (measured as local super output area) and individuals. Analysis of the most recent data containing independent measures of neighbourhood social capital shows that neighbourhood social capital appears to be associated with benefits in some aspects of individual health in the Welsh setting. The improvement stands beyond individual determinants and neighbourhood deprivation. Social scientists and public health officials have reason to continue focusing on the neighbourhoods as well as the individuals to improve the health of the population. Copyright © 2011 John Wiley & Sons, Ltd.