Poverty and inequality have long been the dominant categories to describe people's living conditions, and they continue to reflect significant problems in Danish society, even though the risk of poverty in Denmark is low compared to other European countries. However, during the 1990s, social exclusion, as a "new" concept, has in many ways drawn attention away from poverty. The article raises the question of what social exclusion can contribute with as a concept and in what way it differs from other key concepts, for example, poverty and social capital. The overall aim of the article is to provide a broad overview analysis of a number of key scientific definitions. In addition, selected quantitative and qualitative studies on social exclusion, to problematize the lack of empirical studies of social exclusion using direct measures for social exclusion, are included. Far too often, this results in the raising of questions about to what extent it is social exclusion or other related terms being "measured" in various empirical studies. Mental health is used in the discussion on "measurement" of social exclusion as a critical case to point out shortcomings in existing empirical studies and to inject nuance into the discussion of information from qualitative studies on causal processes behind social exclusion.