Finland, Norway and Sweden are highly developed welfare states with a long tradition of egalitarian health and welfare policies. This article analyzes social class differentials in self-reported limiting long-standing illness among men and women in these countries. The data consisted of nation-wide Level of Living Surveys made in 1986-87 in Finland (N = 11,783), Norway (N = 4,211) and Sweden (N = 4,699). Women reported both long-standing illness and limiting long-standing illness slightly more often than men. The prevalence of limiting long-standing illness was lower in Sweden than in Finland and Norway. In all countries blue-collar workers reported ill-health more often than white-collar employees. The prevalence of self-reported limiting long-standing illness among Swedish upper white-collar workers was very low and that among Finnish farmers very high. Skilled female workers showed the worst health whereas Swedish upper class men showed the best health. The reasons for these social inequalities, and their implications for social policy, are discussed.