The concept of intersectionality was developed by social scientists seeking to analyse the multiple interacting influences of social location, identity and historical oppression. Despite broad take-up elsewhere, its application in public health remains underdeveloped. We consider how health inequalities research in the United Kingdom has predominantly taken class and later socioeconomic position as its key axis in a manner that tends to overlook other crucial dimensions. We especially focus on international research on ethnicity, gender and caste to argue that an intersectional perspective is relevant for health inequalities research because it compels researchers to move beyond (but not ignore) class and socioeconomic position in analysing the structural determinants of health. Drawing on these theoretical developments, we argue for an inter-categorical conceptualisation of social location that recognises differentiation without reifying social groupings – thus encouraging researchers to focus on social dynamics rather than social categories, recognising that experiences of advantage and disadvantage reflect the exercise of power across social institutions. Such an understanding may help address the historic tendency of health inequalities research to privilege methodological issues and consider different axes of inequality in isolation from one another, encouraging researchers to move beyond micro-level behaviours to consider the structural drivers of inequalities.