Despite close links with ethnic identity and other health-relevant identities, there is surprisingly little work on national identity in the context of population health. National identity is particularly important in multi-national states, where national identity is contested and where different nationalities often reflect both distinct ethnic groups and competing civic visions of national boundaries. The present study examines health disparities between national identity groups in Wales, a constituent nation of the UK. Using data from the National Survey for Wales (n = 23,303), latent class analysis was used to identify national identity groups in Wales. Generalised linear mixed-effects models were then fitted to the data to identity disparities between groups in terms of self-reported general and mental health, both unconditionally and conditionally on several socio-demographic and geographic variables. Analyses identified five groups: Anglophone Welsh, British, Cymry Cymraeg (Welsh-speaking Welsh), English and Ethnically Diverse. Striking health disparities were found, with the Cymry Cymraeg and Ethnically Diverse groups reporting better health than the other groups, especially the Anglophone Welsh and the English. These disparities could not be accounted for by differences in demographic, socio-economic or geographic factors.