Using panel data from a survey conducted by the Research Center for Rural Economy, this study overcomes the selection bias associated with most health status measures by incorporating dialect proximity as an instrumental variable to evaluate the causal effects of interprovincial migration on individuals' health status in China. The results indicate that, compared to an absorbed category, which includes intraprovincial migration and non‐migration, interprovincial migration worsens health (measured by the self‐reported health status score) by 3%. It is also found that, compared to intraprovincial migrants, interprovincial migrants are more likely to report a lower SHS score, whereas the health effect differences between interprovincial migrants and non‐migrants are insignificant. The study identifies two potential mechanisms that explain this result: (i) The increase in income following migration may improve interprovincial migrants' health, and (ii) the exposure to hazardous working environments worsens health to a significant extent. This finding is also linked to the following gender‐related finding: Compared to women, men are more likely to be employed in heavy industries with hazardous working environments; the negative effects of interprovincial migration on the health status are stronger for men than for women migrants, suggesting that the industry effect dominates.