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We use histories of income insurance benefits to identify heterogeneity in prior health and SES among the unemployed, which likely accounts for at least part of the association between unemployment and health. Data come from the Longitudinal and International Survey of Adults (LISA), a biennial panel survey began in 2012 by Statistics Canada. The LISA surveys 32,133 respondents about employment, income and well-being, notably using a retrospective administrative data tax records linkage going back to 1982. Respondents who experienced only unemployment over the past 20 years did not exhibit higher odds of either poor health or disability relative to respondents who never received any income insurance benefits. In contrast, respondents who had any other combination of benefits (unemployment, and/or disability, and/or welfare) had higher odds of poor health and disability. Selective processes appear to play an important role in the association with later health among some unemployment insurance recipients.