To enable preventive policies to address health inequity across ethnic groups, this review overviews the current knowledge on morbidity, self-perceived health and mortality among non-Western immigrants and their descendants in Denmark. A systematic search in PUBMED, SCOPUS, Embase and Cochrane as well as in national databases was undertaken. The final number of publications included was 45. Adult immigrants had higher morbidity, but lower mortality compared to ethnic Danes. Immigrant children had higher mortality and morbidity compared to ethnic Danes. Immigrants' health is critical to reach the political goals of integration. Despite non-Western immigrants' higher morbidity than ethnic Danes, no national strategy targeting immigrants' health has been implemented. Future research should include elderly immigrants and children, preferably employing a life-course perspective to enhance understanding of parallel processes of societal adaptation and health.