Over 200 million people worldwide live outside their country of birth and typically experience large gains in material well-being by moving to where wages are higher. But, the effect of this migration on other dimensions of well-being such as health are less clear and existing evidence is ambiguous because of potential for self-selection bias. In this paper, we use a natural experiment, comparing successful and unsuccessful applicants to a migration lottery to experimentally estimate the impact of migration on measured blood pressure and hypertension. Hypertension is a leading global health problem, as well as being an important health measure that responds quickly to migration. We use various econometric estimators to form bounds on the treatment effects because there appears to be selective non-compliance in the natural experiment. Even with these bounds, the results suggest significant and persistent increases in blood pressure and hypertension, which are likely to have implications for future health budgets given recent increases in developing to developed country migration. Copyright © 2012 John Wiley & Sons, Ltd.