This article aims to review conceptual frameworks and some principles to be considered in research on social determinants of health and health inequalities. Some indicators of research on these issues in Spain are described. General expenditure on research and development in Spain is far from the Organisation for Economic Co-operation and Development mean. In addition, both globally and within Spain, the scientific production on health inequalities is very low, especially compared with other research areas. The budget for research on health inequalities is also reduced. A striking example is provided by analysis of the projects funded by the Marató de TV3, which seems to have little interest in funding research on health inequalities. However, both the scientific production and project financing on health inequalities have increased in the last decade. Finally, to advance research on health inequalities and its contribution to the incorporation of health in all policies, recommendations are made, which include redefining priorities, ensuring resources and promoting knowledge translation.