Migration has been associated with a greater vulnerability in health. Migrants, especially women, go through several experiences during the migration process and in the host countries that ultimately put their health at risk. This study examines self-reported health status and preventive behaviors among female and male immigrants in Portugal, and identifies sociodemographic and behavioral factors underlying gender differences. A sample of 1375 immigrants (51.1% women) was studied. Data were analyzed through logistic regression. Good health status was reported by 66.7% of men and by 56.6% of women (P < 0.001). Gender differences were also found across preventative behaviors. Among women and men, reported good health was associated with younger age, African and Brazilian origin (compared to Eastern European), secondary/higher education, no chronic disease, and concern about eating habits. Among women, good health was also associated with perceived sufficient income, no experience of mental illness, and regular physical exercise. When developing health programs to improve immigrants’ health, special attention must be given to existing gender inequalities, and socioeconomic and cultural context, in accordance with their experience of living in the host country over time.