Attention is increasingly being paid to the role of cognitive ability to explain socio-economic inequalities in health. The universal socio-economic gradient in health, where each rung lower on the socio-economic ladder implies worse health, has still not been satisfactorily explained scientifically. Because cognitive ability is related to a multitude of social outcomes in a similarly graded manner, hypothesising that cognitive ability plays a major role in health inequalities by socio-economic status is appealing. Recent empirical studies have shown that at least part of socio-economic health inequalities can indeed be explained by differences in cognitive ability. However, this does not imply that we should be pessimistic about future attempts to break the chain that links socio-economic status and cognitive ability with health. During some life stages, environmental factors may be able to influence cognitive ability. Interventions may therefore be targeted in order to optimize these effects. In addition, there is evidence that cognitive ability is correlated with health-related behaviours such as smoking, excessive alcohol consumption and obesity. Therefore, another opportunity for reducing health inequalities related to cognitive ability and socio-economic status would be to develop tailored interventions to improve health-related behaviours in disadvantaged groups. However, the first priority is to further investigate the role of cognitive ability in health inequalities by examining various health outcomes, different age groups and variations across the life course.