The article analyses gender inequalities in self-rated health by comparing different types of welfare states regimes: post-socialist Russia, Lithuania, Estonia and social-democratic Finland. Two theories – the neo-materialist theory and the theory of social syndrome, which in this study is regarded as complementary – form conceptual basis of the analysis. In its course a hypothesis that gender inequality in self-rated health is either the result of the differences in exposure to material and psychosocial factors, or the result of differences in vulnerability (reaction to them) of men and women was tested. The results of data analysis of the European Social Survey (sixth wave, 2012/2013) showed that Lithuania and Estonia (as state-crafted neo-liberal regimes) are more similar to the social-democratic Finland, where there is no significant gender inequalities in self-rated health, rather than to Russia (which is socio-economically a most unequal neoliberal regime), where gender inequalities in self-rated health appear most clearly. Thereby only differential vulnerability hypothesis found partial confirmation in post-socialist Estonia and Russia.