Health of migrant is a widely studied topic. It has been argued that migrant health may deteriorate over time. Though migrants are ‘a hard to reach’ population in survey data, this paper builds on a unique dataset provided by Médecins du Monde from five countries. We study self perceived health (SPH) in connection with socio-economic and demographic factors and length of stay. Results show different results for men and women. Asylum seekers compared to other documented migrants have a worse health. Migrants with better living conditions tend to be in better health. Employment and stable accommodation has a positive effect on SPH. Women from poorer countries have a better physical SPH after 3 months of residing in the host country. This paper contributes widely to knowledge of health of migrants. Contrarily to other evidence, health of migrants tends to improve for some migrants.