Abstract: This study analyses the differences in self-rated health (SRH) and self-rated anxiety (SRA) among the countries of the Euro-Area through the European Working Conditions Survey (2015). The article, thus, proposes a grouping of countries based on the Global Gender Gap Index, developed by the World Economic Forum, to justify differences in SRH and SRA. The descriptive analysis demonstrates remarkable differences among countries. The gender response pattern is also different. The estimates, made using the odds ratio method, reveal that women are more likely to report higher anxiety than poor health (56% vs 25%). The estimates show that in those countries where the situation of women compares unfavourably to that of men, the probability of women reporting poorer health status is higher. The situation with SRA, however, is different. In those countries with greater economic and political equality, the probability of women suffering anxiety increases. It is feasible that economic gender equality, which often results in greater incorporation of women in the labour market, could negatively affect SRA if women assume increased workloads and responsibility while maintaining the tasks associated with caring for home and family.